# chandwich v1.1.2

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## 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.

## Readme

# chandwich

## Chandler-Bate Sandwich Loglikelihood Adjustment

### What does chandwich do?

The `chandwich`

package performs adjustments of an independence loglikelihood using a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007). 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.

### A simple example

The main function in the chandwich package is `adjust_loglik`

. It finds the maximum likelihood estimate (MLE) of model parameters based on an independence loglikelihood in which cluster dependence in the data is ignored. The independence loglikelihood is adjusted in a way that ensures that the Hessian of the adjusted loglikelihood conicides with a robust sandwich estimate of the parameter covariance at the MLE. Three adjustments are available: one in which the independence loglikelihood itself is scaled (vertical scaling) and two others where the scaling is in the parameter vector (horizontal scaling).

The `rats`

data contain information about an experiment in which, for each of 71 groups of rats, the total number of rats in the group and the numbers of rats who develop a tumor is recorded. We model these data using a binomial distribution, treating each group of rats as a separate cluster. The argument `binom_loglik`

to `adjust_loglik`

is a function that returns a vector of the loglikelihood contributions from each group of rats. In one-dimensional examples like this the two adjustments using horizontal scaling are identical, but this will not generally hold in more than one dimension.

```
binom_loglik <- function(prob, data) {
if (prob < 0 || prob > 1) {
return(-Inf)
}
return(dbinom(data[, "y"], data[, "n"], prob, log = TRUE))
}
rat_res <- adjust_loglik(loglik = binom_loglik, data = rats)
plot(rat_res, type = 1:4, legend_pos = "bottom", lwd = 2, col = 1:4)
```

### Installation

To get the current released version from CRAN:

```
install.packages("chandwich")
```

### Vignette

See `vignette("chandwich-vignette", package = "chandwich")`

for an overview of the package.

## Functions in chandwich

Name | Description | |

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

anova.chandwich | Comparison of nested models | |

confint.chandwich | Confidence intervals for model parameters | |

log_gev | The Generalised Extreme Value Log-Density Function | |

chandwich | chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment | |

logLik.chandwich | Extract log-likelihood for objects of class "chandwich" | |

conf_region | Two-dimensional confidence regions | |

compare_models | Comparison of nested models | |

adjust_loglik | Loglikelihood adjustment using the sandwich estimator | |

conf_intervals | Confidence intervals | |

print.confint | Print method for objects of class "confint" | |

plot.confreg | Plot diagnostics for a confreg object | |

plot.confint | Plot diagnostics for a confint object | |

print.summary.chandwich | Print method for objects of class "summary.chandwich" | |

print.compmod | Print method for objects of class "compmod" | |

print.chandwich | Print method for objects of class "chandwich" | |

rats | Rat tumor data | |

profile_loglik | Profile loglikelihood | |

vcov.chandwich | Calculate the variance-covariance model for an object of class "chandwich" | |

plot.chandwich | Plot diagnostics for a chandwich object | |

owtemps | Oxford and Worthing annual maximum temperatures | |

summary.chandwich | Summarizing adjusted loglikelihoods | |

No Results! |

## Vignettes of chandwich

Name | ||

chandwich-vignette.Rmd | ||

chandwich.bib | ||

No Results! |

## Last month downloads

## Details

Date | 2019-07-11 |

License | GPL (>= 2) |

LazyData | TRUE |

Encoding | UTF-8 |

RoxygenNote | 6.1.0 |

VignetteBuilder | knitr |

URL | http://github.com/paulnorthrop/chandwich |

BugReports | http://github.com/paulnorthrop/chandwich/issues |

NeedsCompilation | no |

Packaged | 2019-07-11 16:36:21 UTC; paul |

Repository | CRAN |

Date/Publication | 2019-07-11 21:59:26 UTC |

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