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Mestim  

Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation
View on CRAN: Click here


Download and install Mestim package within the R console
Install from CRAN:
install.packages("Mestim")

Install from Github:
library("remotes")
install_github("cran/Mestim")

Install by package version:
library("remotes")
install_version("Mestim", "0.2.1")



Attach the package and use:
library("Mestim")
Maintained by
François Grolleau
[Scholar Profile | Author Map]
First Published: 2022-12-06
Latest Update: 2022-12-21
Description:
Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) .
How to cite:
François Grolleau (2022). Mestim: Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation. R package version 0.2.1, https://cran.r-project.org/web/packages/Mestim. Accessed 13 Apr. 2025.
Previous versions and publish date:
0.1.0 (2022-12-06 08:42), 0.2.0 (2022-12-19 00:20)
Other packages that cited Mestim R package
View Mestim citation profile
Other R packages that Mestim depends, imports, suggests or enhances
Complete documentation for Mestim
Functions, R codes and Examples using the Mestim R package
Some associated functions: doc . 
Some associated R codes: get_vcov.R .  Full Mestim package functions and examples
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