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Provides a flexible framework for estimating the variance-covariance matrix of estimated parameters. Estimation relies on unbiased estimating functions to compute the empirical sandwich variance. (i.e., M-estimation in the vein of Tsiatis et al. (2019) <doi:10.1201/9780429192692>.
| Version: | 0.2.1 |
| Imports: | stats |
| Suggests: | knitr, rmarkdown, boot |
| Published: | 2022-12-21 |
| Author: | François Grolleau |
| Maintainer: | François Grolleau <francois.grolleau at aphp.fr> |
| License: | MIT + file LICENCE |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | Mestim results |
| Reference manual: | Mestim.pdf |
| Vignettes: |
Introduction to Mestim |
| Package source: | Mestim_0.2.1.tar.gz |
| Windows binaries: | r-devel: Mestim_0.2.1.zip, r-release: Mestim_0.2.1.zip, r-oldrel: Mestim_0.2.1.zip |
| macOS binaries: | r-release (arm64): Mestim_0.2.1.tgz, r-oldrel (arm64): Mestim_0.2.1.tgz, r-release (x86_64): Mestim_0.2.1.tgz, r-oldrel (x86_64): Mestim_0.2.1.tgz |
| Old sources: | Mestim archive |
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