IJSE

MaRDI QIDQ7384136CRANFDO

Authors Feng Ji, JoonHo Lee, Sophia Rabe-Hesketh

Last update 22 October 2026

Copyright license MIT license, File License

Software version identifier 0.1.0, 0.1.1, PACKAGES.rds, 0.1.2, PACKAGES.rds, 0.3.4

Description

Computes infinitesimal jackknife standard errors and covariance matrices for posterior expectations from 'brms' models or matched posterior draws and pointwise log likelihoods. Supports independent and clustered sampling units, transformed quantities, blockwise likelihood evaluation, and chain stability diagnostics. References: Ji et al. (2026) <doi:10.3102/10769986251379738>; Giordano and Broderick (2024) <doi:10.48550/arXiv.2305.06466>.

Cites work

• The Bayesian Infinitesimal Jackknife for Variance
• Valid Standard Errors for Bayesian Quantile Regression With Clustered and Independent Data

This page was built for software: IJSE