Baby review of M-estimation | What Mestim does | Example 1: Prediction task via logistic regression | Example 2: Average treatment effect via outcome regression | Example 3: Value estimation for dynamic treatment regime | References
Package: Mestim 0.2.1
François Grolleau
Mestim: Computes the Variance-Covariance Matrix of Multidimensional Parameters Using M-Estimation
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>.
Authors:
Mestim_0.2.1.tar.gz
Mestim_0.2.1.tar.gz(r-4.7-any)Mestim_0.2.1.tar.gz(r-4.6-any)
Mestim_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
Mestim/json (API)
| # Install 'Mestim' in R: |
| install.packages('Mestim', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:5db8301fa9. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 109 | ||
| source / vignettes | OK | 158 | ||
| linux-release-x86_64 | OK | 109 | ||
| wasm-release | OK | 95 |
Exports:get_vcov
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Parameters Variance-Covariance Matrix From M-estimation | get_vcov Mestim |