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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.
| Version: | 1.1.6 |
| Depends: | R (≥ 3.3.0) |
| Imports: | graphics, methods, numDeriv, stats, utils |
| Suggests: | knitr, rmarkdown, sandwich, testthat |
| Published: | 2023-08-25 |
| DOI: | 10.32614/CRAN.package.chandwich |
| Author: | Paul J. Northrop [aut, cre, cph], Richard E. Chandler [aut, cph] |
| Maintainer: | Paul J. Northrop <p.northrop at ucl.ac.uk> |
| BugReports: | https://github.com/paulnorthrop/chandwich/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://paulnorthrop.github.io/chandwich/, https://github.com/paulnorthrop/chandwich |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | chandwich results |
| Reference manual: | chandwich.pdf |
| Vignettes: |
Introducing chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment |
| Package source: | chandwich_1.1.6.tar.gz |
| Windows binaries: | r-devel: chandwich_1.1.6.zip, r-release: chandwich_1.1.6.zip, r-oldrel: chandwich_1.1.6.zip |
| macOS binaries: | r-release (arm64): chandwich_1.1.6.tgz, r-oldrel (arm64): chandwich_1.1.6.tgz, r-release (x86_64): chandwich_1.1.6.tgz, r-oldrel (x86_64): chandwich_1.1.6.tgz |
| Old sources: | chandwich archive |
| Reverse imports: | chantrics, exdex, lax, lite |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.