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Finite Sample Corrected Sandwich #47

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pzivich opened this issue Apr 19, 2024 · 0 comments
Open

Finite Sample Corrected Sandwich #47

pzivich opened this issue Apr 19, 2024 · 0 comments
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enhancement New feature or request

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@pzivich
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pzivich commented Apr 19, 2024

Is your feature request related to a problem? Please describe.

There is a finite sample correction to the sandwich variance estimator. Some of these are built-in to geex. This feature could be beneficial for pharmacokinetic models or other settings where sample sizes might be relatively small.

Describe the solution you'd like

Extension to the sandwich variance estimator that incorporates proposed corrections to the sandwich variance estimator. Some of these are detailed in the geex documentation.

Describe alternatives you've considered

Don't support this feature

Additional context

https://bsaul.github.io/geex/articles/v05_finite_sample_corrections.html

@pzivich pzivich added the enhancement New feature or request label Apr 19, 2024
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