R package geex: An API for M-Estimation. Provides a general, flexible framework for estimating parameters and empirical sandwich variance estimator from a set of unbiased estimating equations (i.e., M-estimation in the vein of Stefanski & Boos (2002) <doi:10.1198/000313002753631330>). All examples from Stefanski & Boos (2002) are published in the corresponding Journal of Statistical Software paper <doi:10.18637/jss.v092.i02>. Also provides an API to compute finite-sample variance corrections.

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Bradley C. Saul, Michael G. Hudgens: The Calculus of M-Estimation in R with geex (2020) not zbMATH