Correct sandwich variance estimator byFay's bias correction

Computes the bias corrected sandwich covariance matrix described in Fay and Graubard (2001). See vignette("05_finite_sample_corrections", package = "geex") for further information.

fay_bias_correction(components, b = 0.75)

Arguments

components: an object of class sandwich_components
b: a numeric value < 1. Defaults to 0.75 as in Fay.

Value

a corrected covariance matrix

References

Fay, M. P., & Graubard, B. I. (2001). Small-Sample adjustments for Wald-type tests using sandwich estimators. Biometrics, 57(4), 1198-1206

Examples

# This example demonstrates usage of the corrections, not a meaningful application
myee <- function(data){
 function(theta){
   c(data$Y1 - theta[1],
   (data$Y1 - theta[1])^2 - theta[2])
  }
}

results <- m_estimate(
   estFUN = myee,
   data = geexex,
   root_control = setup_root_control(start = c(1,1)),
   corrections  = list(
     bias_correction_.1 = correction(fay_bias_correction, b = .1),
     bias_correction_.3 = correction(fay_bias_correction, b = .3))
   )

get_corrections(results)
#> $bias_correction_.1
#>            [,1]       [,2]
#> [1,] 0.10142666 0.03705019
#> [2,] 0.03705019 2.51737008
#> 
#> $bias_correction_.3
#>            [,1]       [,2]
#> [1,] 0.10142666 0.03705019
#> [2,] 0.03705019 2.51737008
#>