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DESCRIPTION
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DESCRIPTION
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Package: chandwich
Title: Chandler-Bate Sandwich Loglikelihood Adjustment
Version: 1.1.6
Date: 2023-08-25
Authors@R: c(
person(c("Paul", "J."), "Northrop", email = "p.northrop@ucl.ac.uk",
role = c("aut", "cre", "cph")),
person(c("Richard", "E."), "Chandler", role = c("aut", "cph"))
)
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.
Imports: graphics,
methods,
numDeriv,
stats,
utils
License: GPL (>= 2)
LazyData: TRUE
Encoding: UTF-8
Depends:
R (>= 3.3.0)
RoxygenNote: 7.2.3
Suggests: knitr,
rmarkdown,
sandwich,
testthat
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/chandwich/,
https://github.com/paulnorthrop/chandwich
BugReports: https://github.com/paulnorthrop/chandwich/issues
Config/testthat/edition: 3