Package: chandwich 1.1.6

chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

Performs adjustments of a user-supplied independence loglikelihood function using a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) <doi:10.1093/biomet/asm015>. This can be used for cluster correlated data when interest lies in the parameters of the marginal distributions or for performing inferences that are robust to certain types of model misspecification. Functions for profiling the adjusted loglikelihoods are also provided, as are functions for calculating and plotting confidence intervals, for single model parameters, and confidence regions, for pairs of model parameters. Nested models can be compared using an adjusted likelihood ratio test.

Authors:Paul J. Northrop [aut, cre, cph], Richard E. Chandler [aut, cph]

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Bug tracker:https://github.com/paulnorthrop/chandwich/issues

On CRAN:

clustered-dataclusterscomposite-likelihoodindependence-loglikelihoodmlerobustsandwichstatistical-inference

6 exports 4 stars 2.17 score 1 dependencies 6 dependents 18 scripts 607 downloads

Last updated 1 years agofrom:4e35793949. Checks:OK: 7. Indexed: yes.

Exports:adjust_loglikcompare_modelsconf_intervalsconf_regionlog_gevprofile_loglik

Dependencies:numDeriv