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chandwich
View on CRAN: Click
here
Download and install chandwich package within the R console
Install from CRAN:
install.packages("chandwich")
Install from Github:
library("remotes")
install_github("cran/chandwich")
Install by package version:
library("remotes")
install_version("chandwich", "1.1.6")
Attach the package and use:
library("chandwich")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-06
Latest Update: 2023-08-25
Description:
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)
. 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.
How to cite:
Paul J. Northrop (2018). chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment. R package version 1.1.6, https://cran.r-project.org/web/packages/chandwich
Previous versions and publish date:
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Other R packages that chandwich depends,
imports, suggests or enhances
Functions, R codes and Examples using
the chandwich R package
Some associated functions: adjust_loglik . anova.chandwich . chandwich-package . coef.chandwich . compare_models . conf_intervals . conf_region . confint.chandwich . logLik.chandwich . log_gev . owtemps . plot.chandwich . plot.confint . plot.confreg . print.chandwich . print.compmod . print.confint . print.summary.chandwich . profile_loglik . rats . summary.chandwich . vcov.chandwich .
Some associated R codes: adjust_loglik.R . chandwich-package.R . compare_models.R . confidence_intervals.R . dgev.R . methods.R . plot_summary_print.R . Full chandwich package functions and examples
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