Package

chandwich-package _PACKAGE chandwich

chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

Loglikelihood adjustment

adjust_loglik()

Loglikelihood adjustment using the sandwich estimator

Statistical inference

anova(<chandwich>)

Comparison of nested models

compare_models()

Comparison of nested models

print(<compmod>)

Print method for objects of class "compmod"

confint(<chandwich>)

Confidence intervals for model parameters

plot(<confint>)

Plot diagnostics for a confint object

print(<confint>)

Print method for objects of class "confint"

conf_intervals()

Confidence intervals

conf_region()

Two-dimensional confidence regions

plot(<confreg>)

Plot diagnostics for a confreg object

profile_loglik()

Profile loglikelihood

Generics

coef(<chandwich>)

Extract model coefficients method for objects of class "chandwich"

vcov(<chandwich>)

Calculate the variance-covariance matrix for an object of class "chandwich"

logLik(<chandwich>)

Extract log-likelihood for objects of class "chandwich"

plot(<chandwich>)

Plot diagnostics for a chandwich object

print(<chandwich>)

Print method for objects of class "chandwich"

summary(<chandwich>)

Summarizing adjusted loglikelihoods

print(<summary.chandwich>)

Print method for objects of class "summary.chandwich"

Example data

owtemps

Oxford and Worthing annual maximum temperatures

rats

Rat tumor data

GEV example

log_gev()

The Generalised Extreme Value Log-Density Function