Package: chantrics 1.0.0

Theo Bruckbauer

chantrics: Loglikelihood Adjustments for Econometric Models

Adjusts the loglikelihood of common econometric models for clustered data based on the estimation process suggested in Chandler and Bate (2007) <doi:10.1093/biomet/asm015>, using the 'chandwich' package <https://cran.r-project.org/package=chandwich>, and provides convenience functions for inference on the adjusted models.

Authors:Theo Bruckbauer [aut, cre]

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chantrics/json (API)

# Install 'chantrics' in R:
install.packages('chantrics', repos = c('https://maebruck.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tbruckbauer/chantrics/issues

On CRAN:

clusteringeconometricslikelihoodlikelihood-ratio-testloglikelihood-adjustmentmaximum-likelihood

3.70 score 4 scripts 152 downloads 3 exports 69 dependencies

Last updated 3 years agofrom:c3423885d6. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winNOTEOct 31 2024
R-4.5-linuxNOTEOct 31 2024
R-4.4-winNOTEOct 31 2024
R-4.4-macNOTEOct 31 2024
R-4.3-winNOTEOct 31 2024
R-4.3-macNOTEOct 31 2024

Exports:adj_loglikalrtestlogLik_vec

Dependencies:abindAERbackportsbootbroomcarcarDatachandwichclicolorspacecowplotcpp11crayonDerivdoBydplyrfansifarverFormulagenericsggplot2gluegtablehmsisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigprettyunitsprogresspurrrquantregR6RColorBrewerRcppRcppEigenrlangsandwichscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo

An introduction to chantrics

Rendered fromchantrics-vignette.Rmdusingknitr::rmarkdownon Oct 31 2024.

Last update: 2021-04-20
Started: 2020-09-22

Readme and manuals

Help Manual

Help pageTopics
Loglikelihood adjustments for fitted modelsadj_loglik coef.chantrics coeftest.chantrics confint.chantrics conf_intervals.chantrics conf_region.chantrics logLik.chantrics plot.chantrics print.chantrics summary.chantrics vcov.chantrics
Adjusted Likelihood Ratio Test of Nested Modelsalrtest
ANOVA tables: compare nested modelsanova.chantrics
chantrics: Loglikelihood Adjustments for Econometric Modelschantrics
Loglikelihood adjustments for glm fitsglm glm.nb
Evaluate loglikelihood contributions from specific observationslogLik_vec
Predict Method for chantrics fitspredict.chantrics
Residuals of chantrics model fitsresiduals.chantrics
Update, re-fit and re-adjust a Model Callupdate.chantrics