chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

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.

Version: 1.1.5
Depends: R (≥ 3.3.0)
Imports: graphics, methods, numDeriv, stats, utils
Suggests: knitr, rmarkdown, sandwich, testthat
Published: 2021-10-30
Author: Paul J. Northrop [aut, cre, cph], Richard E. Chandler [aut, cph]
Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk>
BugReports: https://github.com/paulnorthrop/chandwich/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://paulnorthrop.github.io/chandwich/, https://github.com/paulnorthrop/chandwich
NeedsCompilation: no
Materials: README NEWS
CRAN checks: chandwich results

Documentation:

Reference manual: chandwich.pdf
Vignettes: Introducing chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

Downloads:

Package source: chandwich_1.1.5.tar.gz
Windows binaries: r-devel: chandwich_1.1.5.zip, r-release: chandwich_1.1.5.zip, r-oldrel: chandwich_1.1.5.zip
macOS binaries: r-release (arm64): chandwich_1.1.5.tgz, r-oldrel (arm64): chandwich_1.1.5.tgz, r-release (x86_64): chandwich_1.1.5.tgz, r-oldrel (x86_64): chandwich_1.1.5.tgz
Old sources: chandwich archive

Reverse dependencies:

Reverse imports: chantrics, exdex, lax, lite

Linking:

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