fay_bias_correction {geex} | R Documentation |
Correct sandwich variance estimator byFay's bias correction
Description
Computes the bias corrected sandwich covariance matrix described in Fay and
Graubard (2001). See vignette("05_finite_sample_corrections", package = "geex")
for further information.
Usage
fay_bias_correction(components, b = 0.75)
Arguments
components |
an object of class |
b |
a numeric value < 1. Defaults to 0.75 as in Fay. |
Value
a corrected covariance matrix
References
Fay, M. P., & Graubard, B. I. (2001). Small-Sample adjustments for Wald-type tests using sandwich estimators. Biometrics, 57(4), 1198-1206
Examples
# This example demonstrates usage of the corrections, not a meaningful application
myee <- function(data){
function(theta){
c(data$Y1 - theta[1],
(data$Y1 - theta[1])^2 - theta[2])
}
}
results <- m_estimate(
estFUN = myee,
data = geexex,
root_control = setup_root_control(start = c(1,1)),
corrections = list(
bias_correction_.1 = correction(fay_bias_correction, b = .1),
bias_correction_.3 = correction(fay_bias_correction, b = .3))
)
get_corrections(results)
[Package geex version 1.1.1 Index]