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Object-Oriented Computation of Sandwich
| Content Provider | CiteSeerX |
|---|---|
| Author | Zeileis, Achim |
| Abstract | This introduction to the object-orientation features of the R package sandwich is a (slightly) modified version of Zeileis (2006), published in the Journal of Statistical Soft-ware. Sandwich covariance matrix estimators are a popular tool in applied regression mod-eling for performing inference that is robust to certain types of model misspecification. Suitable implementations are available in the R system for statistical computing for certain model fitting functions only (in particular lm()), but not for other standard regression functions, such as glm(), nls(), or survreg(). Therefore, conceptual tools and their translation to computational tools in the pack-age sandwich are discussed, enabling the computation of sandwich estimators in general parametric models. Object orientation can be achieved by providing a few extractor functions—most importantly for the empirical estimating functions—from which various types of sandwich estimators can be computed. |
| File Format | |
| Access Restriction | Open |
| Subject Keyword | Pack-age Sandwich Standard Regression Function Sandwich Covariance Matrix Estimator Suitable Implementation Sandwich Estimator Empirical Estimating Function Certain Model Applied Regression Mod-eling Object-oriented Computation Model Misspecification Conceptual Tool General Parametric Model Statistical Soft-ware Particular Lm Package Sandwich Extractor Function Object-orientation Feature |
| Content Type | Text |
