chandwich (Q79190): Difference between revisions
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m rollbackEdits.php mass rollback Tag: Rollback |
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Property / last update: 30 October 2021 / rank | |||||||||||||||
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Property / author: Paul J. Northrop / rank | |||||||||||||||
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Property / author: Richard E. Chandler / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
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Property / cites work: Inference for clustered data using the independence loglikelihood / rank | |||||||||||||||
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1.0.0 | |||||||||||||||
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publication date: 6 March 2018
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1.1.0 | |||||||||||||||
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publication date: 10 September 2018
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1.1.1 | |||||||||||||||
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publication date: 28 November 2018
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publication date: 11 July 2019
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publication date: 7 November 2020
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publication date: 2 July 2021
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1.1.6 | |||||||||||||||
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publication date: 25 August 2023
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25 August 2023
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Property / last update: 25 August 2023 / rank | |||||||||||||||
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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. | |||||||||||||||
Property / 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) <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. / rank | |||||||||||||||
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Property / author: Paul J. Northrop / rank | |||||||||||||||
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Property / author | |||||||||||||||
Property / author: Richard E. Chandler / rank | |||||||||||||||
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Property / copyright license | |||||||||||||||
Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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Property / cites work | |||||||||||||||
Property / cites work: Inference for clustered data using the independence loglikelihood / rank | |||||||||||||||
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Property / depends on software | |||||||||||||||
Property / depends on software: R / rank | |||||||||||||||
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Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 3.3.0 | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:56, 12 March 2024
Chandler-Bate Sandwich Loglikelihood Adjustment
Language | Label | Description | Also known as |
---|---|---|---|
English | chandwich |
Chandler-Bate Sandwich Loglikelihood Adjustment |
Statements
25 August 2023
0 references
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.
0 references
expanded from: GPL (≥ 2) (English)
0 references