coef.chandwich

<code>coef</code> method for class "chandwich".

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.

Paul Northrop

chandwich

Chandler-Bate Sandwich Loglikelihood Adjustment

coef.chandwich function

<dl><dt>object</dt>
<dd>an object of class "chandwich", a result of a call to
<code>adjust_loglik</code>.</dd>
<dt>complete</dt>
<dd>A logical scalar. If <code>complete = TRUE</code> then the
 full vector of parameter estimates is returned, including any fixed
 using <code>fixed_pars</code> and <code>fixed_at</code> in the call to
 <code>adjust_loglik</code>. Otherwise, only the vector of estimates
 of free parameters is returned.
The default is <code>complete = FALSE</code>, which is in sync with
 <code>vcov.chandwich</code>.</dd>
<dt>...</dt>
<dd>Additional optional arguments. At present no optional
arguments are used.</dd></dl>

Arguments

Extract model coefficients method for objects of class "chandwich" — coef.chandwich

<dl>

<dt>object</dt>
<dd>an object of class "chandwich", a result of a call to
<code>adjust_loglik</code>.</dd>


<dt>complete</dt>
<dd>A logical scalar. If <code>complete = TRUE</code> then the
 full vector of parameter estimates is returned, including any fixed
 using <code>fixed_pars</code> and <code>fixed_at</code> in the call to
 <code>adjust_loglik</code>. Otherwise, only the vector of estimates
 of free parameters is returned.
The default is <code>complete = FALSE</code>, which is in sync with
 <code>vcov.chandwich</code>.</dd>


<dt>...</dt>
<dd>Additional optional arguments. At present no optional
arguments are used.</dd>

</dl>

coef.chandwich: Extract model coefficients method for objects of class "chandwich"

Description

Usage

Value

Arguments

Details

See Also