bbolker / bbolker/bbmle

Using mle2 with clustered data

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Dominant language
R
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Forks
14
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Merged PRs (30d)
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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

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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

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