Using mle2 with clustered data
- Dominant language
- R
- Stars
- 26
- Forks
- 14
- Avg merge
- 18m
- Merged PRs (30d)
- 2
Description
Ben,
How difficult would it be to adapt an `mle2` object for clustered data using a sandwich estimator?
In `rstpm2`, I currently replace the `vcov` slot with a sandwich estimator, but this feels like a hack. It certainly gives the wrong estimate for `confint`.
Would you be able to give some guidance for where I should start with `confint` (and other functions that depend on the profile likelihood), please?
Sincerely, Mark.
Contributor guide
No contributing guide indexed for this repository
Research direction
Start by locating the mle2 implementation of confint and the other functions that depend on the profile likelihood, then inspect how the vcov slot is currently used. The issue does not name files or tests, and completion is not defined beyond supporting clustered-data sandwich estimates without the current vcov workaround.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- analytics, data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100