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geex: An API for M-Estimation

Provides a general, flexible framework for estimating parameters and empirical sandwich variance estimator from a set of unbiased estimating equations (i.e., M-estimation in the vein of Stefanski & Boos (2002) <doi:10.1198/000313002753631330>). All examples from Stefanski & Boos (2002) are published in the corresponding Journal of Statistical Software paper "The Calculus of M-Estimation in R with geex" by Saul & Hudgens (2020) <doi:10.18637/jss.v092.i02>. Also provides an API to compute finite-sample variance corrections.

Version: 1.1.1
Depends: R (≥ 3.3)
Imports: Matrix (≥ 1.2-6), rootSolve (≥ 1.6.6), numDeriv (≥ 2014.2-1), lme4 (≥ 1.1-12), methods (≥ 3.3)
Suggests: testthat, knitr, dplyr, moments, sandwich, inferference, xtable, AER, ICSNP, MASS, gee, saws, rmarkdown, geepack, covr, mvtnorm
Published: 2022-08-08
DOI: 10.32614/CRAN.package.geex
Author: Bradley Saul [aut, cre], Brian Barkley [ctb]
Maintainer: Bradley Saul <bradleysaul at gmail.com>
BugReports: https://github.com/bsaul/geex/issues
License: MIT + file LICENSE
URL: https://github.com/bsaul/geex, https://bsaul.github.io/geex/
NeedsCompilation: no
Citation: geex citation info
Materials: NEWS
CRAN checks: geex results

Documentation:

Reference manual: geex.pdf
Vignettes: Introduction to geex
Calculus of M-estimation examples using geex
A comparison of geex and sandwich for robust covariance estimation
Root solvers in geex
Using weights in geex
Finite sample correction API
Estimating causal parameters using geex
The software design of geex

Downloads:

Package source: geex_1.1.1.tar.gz
Windows binaries: r-devel: geex_1.1.1.zip, r-release: geex_1.1.1.zip, r-oldrel: geex_1.1.1.zip
macOS binaries: r-release (arm64): geex_1.1.1.tgz, r-oldrel (arm64): geex_1.1.1.tgz, r-release (x86_64): geex_1.1.1.tgz, r-oldrel (x86_64): geex_1.1.1.tgz
Old sources: geex archive

Reverse dependencies:

Reverse depends: REMLA
Reverse imports: RCTrep

Linking:

Please use the canonical form https://CRAN.R-project.org/package=geex to link to this page.

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.