Last updated on 2022-07-07 10:52:00 CEST.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.0.12 | 4.11 | 317.99 | 322.10 | ERROR | |
| r-devel-linux-x86_64-debian-gcc | 1.0.12 | 4.23 | 222.97 | 227.20 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 1.0.12 | 364.53 | ERROR | |||
| r-devel-linux-x86_64-fedora-gcc | 1.0.12 | 375.58 | ERROR | |||
| r-devel-windows-x86_64 | 1.0.12 | 69.00 | 354.00 | 423.00 | OK | |
| r-patched-linux-x86_64 | 1.0.12 | 5.81 | 293.19 | 299.00 | ERROR | |
| r-release-linux-x86_64 | 1.0.12 | 3.39 | 292.37 | 295.76 | ERROR | |
| r-release-macos-arm64 | 1.0.12 | 86.00 | NOTE | |||
| r-release-macos-x86_64 | 1.0.12 | 144.00 | NOTE | |||
| r-release-windows-x86_64 | 1.0.12 | 68.00 | 362.00 | 430.00 | OK | |
| r-oldrel-macos-arm64 | 1.0.12 | 91.00 | NOTE | |||
| r-oldrel-macos-x86_64 | 1.0.12 | 142.00 | NOTE | |||
| r-oldrel-windows-ix86+x86_64 | 1.0.12 | 14.00 | 376.00 | 390.00 | OK |
Version: 1.0.12
Check: package dependencies
Result: NOTE
Package suggested but not available for checking: 'ivpack'
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-patched-linux-x86_64, r-release-linux-x86_64
Version: 1.0.12
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
...
--- re-building 'v00_geex_intro.Rmd' using rmarkdown
Attaching package: 'geex'
The following object is masked from 'package:methods':
show
ordinary text without R code
label: SB1_estfun (with options)
List of 2
$ echo : logi TRUE
$ results: chr "hide"
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB1_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB1_run (with options)
List of 3
$ echo : logi TRUE
$ eval : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
library(geex)
results <- m_estimate(
estFUN = SB1_estfun,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB1_clsform (with options)
List of 2
$ echo: logi TRUE
$ eval: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
n <- nrow(geexex)
A <- diag(1, nrow = 2)
B <- with(geexex, {
Ybar <- mean(Y1)
B11 <- mean( (Y1 - Ybar)^2 )
B12 <- mean( (Y1 - Ybar) * ((Y1 - Ybar)^2 - B11) )
B22 <- mean( ((Y1 - Ybar)^2 - B11)^2 )
matrix(
c(B11, B12,
B12, B22), nrow = 2
)
})
# closed form roots
theta_cls <- c(mean(geexex$Y1),
# since var() divides by n - 1, not n
var(geexex$Y1) * (n - 1)/ n )
# closed form sigma
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
---------------------- inline R code fragments -----------------------
757:891 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 1)
----------------------------------------------------------------------
label: SB1_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB2_eefun (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB2_estfun <- function(data){
Y1 <- data$Y1; Y2 <- data$Y2
function(theta){
c(Y1 - theta[1],
Y2 - theta[2],
theta[1] - (theta[3] * theta[2])
)
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB2_run (with options)
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$ echo : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN = SB2_estfun,
data = geexex,
root_control = setup_root_control(start = c(1, 1, 1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB2_clsform (with options)
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$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Comparison to an analytically derived sanwich estimator
A <- with(geexex, {
matrix(
c(1 , 0, 0,
0 , 1, 0,
-1, mean(Y1)/mean(Y2), mean(Y2)),
byrow = TRUE, nrow = 3)
})
B <- with(geexex, {
matrix(
c(var(Y1) , cov(Y1, Y2), 0,
cov(Y1, Y2), var(Y2) , 0,
0, 0, 0),
byrow = TRUE, nrow = 3)
})
## closed form roots
theta_cls <- c(mean(geexex$Y1), mean(geexex$Y2))
theta_cls[3] <- theta_cls[1]/theta_cls[2]
## closed form covariance
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / nrow(geexex)
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
---------------------- inline R code fragments -----------------------
261:346 format(max(abs(comparison$geex$estimates - comparison$cls$estimates)), digits = 2)
438:532 format(max(abs(comparison$geex$vcov - comparison$cls$vcov)), scientific = TRUE, digits = 2)
----------------------------------------------------------------------
label: SB2_results (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB3_eefun (with options)
List of 3
$ echo : logi TRUE
$ warning: logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB3_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2],
sqrt(theta[2]) - theta[3],
log(theta[2]) - theta[4])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB3_run (with options)
List of 2
$ echo : logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN= SB3_estfun,
data = geexex,
root_control = setup_root_control(start = rep(2, 4, 4, 4)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:13 2022 ------##
ordinary text without R code
label: SB3_clsform (with options)
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$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## closed form roots
theta_cls <- numeric(4)
theta_cls[1] <- mean(geexex$Y1)
theta_cls[2] <- sum((geexex$Y1 - theta_cls[1])^2)/nrow(geexex)
theta_cls[3] <- sqrt(theta_cls[2])
theta_cls[4] <- log(theta_cls[2])
## Compare to closed form ##
theta2 <- theta_cls[2]
mu3 <- moments::moment(geexex$Y1, order = 3, central = TRUE)
mu4 <- moments::moment(geexex$Y1, order = 4, central = TRUE)
## closed form covariance
Sigma_cls <- matrix(
c(theta2, mu3, mu3/(2*sqrt(theta2)), mu3/theta2,
mu3, mu4 - theta2^2, (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/theta2,
mu3/(2 * sqrt(theta2)), (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/(4*theta2), (mu4 - theta2^2)/(2*theta2^(3/2)),
mu3/theta2, (mu4 - theta2^2)/theta2, (mu4 - theta2^2)/(2*theta2^(3/2)), (mu4/theta2^2) - 1) ,
nrow = 4, byrow = TRUE) / nrow(geexex)
## closed form covariance
# Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:14 2022 ------##
---------------------- inline R code fragments -----------------------
234:368 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 2)
----------------------------------------------------------------------
label: SB3_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Tue Jul 5 00:20:14 2022 ------##
ordinary text without R code
--- finished re-building 'v00_geex_intro.Rmd'
--- re-building 'v01_additional_examples.Rmd' using rmarkdown
Quitting from lines 105-107 (v01_additional_examples.Rmd)
Error: processing vignette 'v01_additional_examples.Rmd' failed with diagnostics:
there is no package called 'ivpack'
--- failed re-building 'v01_additional_examples.Rmd'
--- re-building 'v02_sandwich_comparison.Rmd' using rmarkdown
--- finished re-building 'v02_sandwich_comparison.Rmd'
--- re-building 'v03_root_solvers.Rmd' using rmarkdown
--- finished re-building 'v03_root_solvers.Rmd'
--- re-building 'v04_weights.Rmd' using rmarkdown
--- finished re-building 'v04_weights.Rmd'
--- re-building 'v05_finite_sample_corrections.Rmd' using rmarkdown
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
--- finished re-building 'v05_finite_sample_corrections.Rmd'
--- re-building 'v06_causal_example.Rmd' using rmarkdown
--- finished re-building 'v06_causal_example.Rmd'
--- re-building 'v07_geex_design.Rmd' using rmarkdown
--- finished re-building 'v07_geex_design.Rmd'
SUMMARY: processing the following file failed:
'v01_additional_examples.Rmd'
Error: Vignette re-building failed.
Execution halted
Flavor: r-devel-linux-x86_64-debian-clang
Version: 1.0.12
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
...
--- re-building ‘v00_geex_intro.Rmd’ using rmarkdown
Attaching package: 'geex'
The following object is masked from 'package:methods':
show
ordinary text without R code
label: SB1_estfun (with options)
List of 2
$ echo : logi TRUE
$ results: chr "hide"
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB1_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:37 2022 ------##
ordinary text without R code
label: SB1_run (with options)
List of 3
$ echo : logi TRUE
$ eval : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
library(geex)
results <- m_estimate(
estFUN = SB1_estfun,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:37 2022 ------##
ordinary text without R code
label: SB1_clsform (with options)
List of 2
$ echo: logi TRUE
$ eval: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
n <- nrow(geexex)
A <- diag(1, nrow = 2)
B <- with(geexex, {
Ybar <- mean(Y1)
B11 <- mean( (Y1 - Ybar)^2 )
B12 <- mean( (Y1 - Ybar) * ((Y1 - Ybar)^2 - B11) )
B22 <- mean( ((Y1 - Ybar)^2 - B11)^2 )
matrix(
c(B11, B12,
B12, B22), nrow = 2
)
})
# closed form roots
theta_cls <- c(mean(geexex$Y1),
# since var() divides by n - 1, not n
var(geexex$Y1) * (n - 1)/ n )
# closed form sigma
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:37 2022 ------##
---------------------- inline R code fragments -----------------------
757:891 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 1)
----------------------------------------------------------------------
label: SB1_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:37 2022 ------##
ordinary text without R code
label: SB2_eefun (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB2_estfun <- function(data){
Y1 <- data$Y1; Y2 <- data$Y2
function(theta){
c(Y1 - theta[1],
Y2 - theta[2],
theta[1] - (theta[3] * theta[2])
)
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:37 2022 ------##
ordinary text without R code
label: SB2_run (with options)
List of 2
$ echo : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN = SB2_estfun,
data = geexex,
root_control = setup_root_control(start = c(1, 1, 1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:37 2022 ------##
ordinary text without R code
label: SB2_clsform (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Comparison to an analytically derived sanwich estimator
A <- with(geexex, {
matrix(
c(1 , 0, 0,
0 , 1, 0,
-1, mean(Y1)/mean(Y2), mean(Y2)),
byrow = TRUE, nrow = 3)
})
B <- with(geexex, {
matrix(
c(var(Y1) , cov(Y1, Y2), 0,
cov(Y1, Y2), var(Y2) , 0,
0, 0, 0),
byrow = TRUE, nrow = 3)
})
## closed form roots
theta_cls <- c(mean(geexex$Y1), mean(geexex$Y2))
theta_cls[3] <- theta_cls[1]/theta_cls[2]
## closed form covariance
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / nrow(geexex)
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:38 2022 ------##
---------------------- inline R code fragments -----------------------
261:346 format(max(abs(comparison$geex$estimates - comparison$cls$estimates)), digits = 2)
438:532 format(max(abs(comparison$geex$vcov - comparison$cls$vcov)), scientific = TRUE, digits = 2)
----------------------------------------------------------------------
label: SB2_results (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:38 2022 ------##
ordinary text without R code
label: SB3_eefun (with options)
List of 3
$ echo : logi TRUE
$ warning: logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB3_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2],
sqrt(theta[2]) - theta[3],
log(theta[2]) - theta[4])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:38 2022 ------##
ordinary text without R code
label: SB3_run (with options)
List of 2
$ echo : logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN= SB3_estfun,
data = geexex,
root_control = setup_root_control(start = rep(2, 4, 4, 4)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:38 2022 ------##
ordinary text without R code
label: SB3_clsform (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## closed form roots
theta_cls <- numeric(4)
theta_cls[1] <- mean(geexex$Y1)
theta_cls[2] <- sum((geexex$Y1 - theta_cls[1])^2)/nrow(geexex)
theta_cls[3] <- sqrt(theta_cls[2])
theta_cls[4] <- log(theta_cls[2])
## Compare to closed form ##
theta2 <- theta_cls[2]
mu3 <- moments::moment(geexex$Y1, order = 3, central = TRUE)
mu4 <- moments::moment(geexex$Y1, order = 4, central = TRUE)
## closed form covariance
Sigma_cls <- matrix(
c(theta2, mu3, mu3/(2*sqrt(theta2)), mu3/theta2,
mu3, mu4 - theta2^2, (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/theta2,
mu3/(2 * sqrt(theta2)), (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/(4*theta2), (mu4 - theta2^2)/(2*theta2^(3/2)),
mu3/theta2, (mu4 - theta2^2)/theta2, (mu4 - theta2^2)/(2*theta2^(3/2)), (mu4/theta2^2) - 1) ,
nrow = 4, byrow = TRUE) / nrow(geexex)
## closed form covariance
# Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:38 2022 ------##
---------------------- inline R code fragments -----------------------
234:368 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 2)
----------------------------------------------------------------------
label: SB3_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 20:33:38 2022 ------##
ordinary text without R code
--- finished re-building ‘v00_geex_intro.Rmd’
--- re-building ‘v01_additional_examples.Rmd’ using rmarkdown
Quitting from lines 105-107 (v01_additional_examples.Rmd)
Error: processing vignette ‘v01_additional_examples.Rmd’ failed with diagnostics:
there is no package called 'ivpack'
--- failed re-building ‘v01_additional_examples.Rmd’
--- re-building ‘v02_sandwich_comparison.Rmd’ using rmarkdown
--- finished re-building ‘v02_sandwich_comparison.Rmd’
--- re-building ‘v03_root_solvers.Rmd’ using rmarkdown
--- finished re-building ‘v03_root_solvers.Rmd’
--- re-building ‘v04_weights.Rmd’ using rmarkdown
--- finished re-building ‘v04_weights.Rmd’
--- re-building ‘v05_finite_sample_corrections.Rmd’ using rmarkdown
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
--- finished re-building ‘v05_finite_sample_corrections.Rmd’
--- re-building ‘v06_causal_example.Rmd’ using rmarkdown
--- finished re-building ‘v06_causal_example.Rmd’
--- re-building ‘v07_geex_design.Rmd’ using rmarkdown
--- finished re-building ‘v07_geex_design.Rmd’
SUMMARY: processing the following file failed:
‘v01_additional_examples.Rmd’
Error: Vignette re-building failed.
Execution halted
Flavor: r-devel-linux-x86_64-debian-gcc
Version: 1.0.12
Check: dependencies in R code
Result: NOTE
Namespace in Imports field not imported from: ‘rootSolve’
All declared Imports should be used.
Flavors: r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64
Version: 1.0.12
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
--- re-building ‘v00_geex_intro.Rmd’ using rmarkdown
Attaching package: 'geex'
The following object is masked from 'package:methods':
show
ordinary text without R code
label: SB1_estfun (with options)
List of 2
$ echo : logi TRUE
$ results: chr "hide"
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB1_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:28 2022 ------##
ordinary text without R code
label: SB1_run (with options)
List of 3
$ echo : logi TRUE
$ eval : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
library(geex)
results <- m_estimate(
estFUN = SB1_estfun,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:28 2022 ------##
ordinary text without R code
label: SB1_clsform (with options)
List of 2
$ echo: logi TRUE
$ eval: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
n <- nrow(geexex)
A <- diag(1, nrow = 2)
B <- with(geexex, {
Ybar <- mean(Y1)
B11 <- mean( (Y1 - Ybar)^2 )
B12 <- mean( (Y1 - Ybar) * ((Y1 - Ybar)^2 - B11) )
B22 <- mean( ((Y1 - Ybar)^2 - B11)^2 )
matrix(
c(B11, B12,
B12, B22), nrow = 2
)
})
# closed form roots
theta_cls <- c(mean(geexex$Y1),
# since var() divides by n - 1, not n
var(geexex$Y1) * (n - 1)/ n )
# closed form sigma
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
---------------------- inline R code fragments -----------------------
757:891 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 1)
----------------------------------------------------------------------
label: SB1_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
ordinary text without R code
label: SB2_eefun (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB2_estfun <- function(data){
Y1 <- data$Y1; Y2 <- data$Y2
function(theta){
c(Y1 - theta[1],
Y2 - theta[2],
theta[1] - (theta[3] * theta[2])
)
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
ordinary text without R code
label: SB2_run (with options)
List of 2
$ echo : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN = SB2_estfun,
data = geexex,
root_control = setup_root_control(start = c(1, 1, 1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
ordinary text without R code
label: SB2_clsform (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Comparison to an analytically derived sanwich estimator
A <- with(geexex, {
matrix(
c(1 , 0, 0,
0 , 1, 0,
-1, mean(Y1)/mean(Y2), mean(Y2)),
byrow = TRUE, nrow = 3)
})
B <- with(geexex, {
matrix(
c(var(Y1) , cov(Y1, Y2), 0,
cov(Y1, Y2), var(Y2) , 0,
0, 0, 0),
byrow = TRUE, nrow = 3)
})
## closed form roots
theta_cls <- c(mean(geexex$Y1), mean(geexex$Y2))
theta_cls[3] <- theta_cls[1]/theta_cls[2]
## closed form covariance
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / nrow(geexex)
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
---------------------- inline R code fragments -----------------------
261:346 format(max(abs(comparison$geex$estimates - comparison$cls$estimates)), digits = 2)
438:532 format(max(abs(comparison$geex$vcov - comparison$cls$vcov)), scientific = TRUE, digits = 2)
----------------------------------------------------------------------
label: SB2_results (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
ordinary text without R code
label: SB3_eefun (with options)
List of 3
$ echo : logi TRUE
$ warning: logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB3_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2],
sqrt(theta[2]) - theta[3],
log(theta[2]) - theta[4])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
ordinary text without R code
label: SB3_run (with options)
List of 2
$ echo : logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN= SB3_estfun,
data = geexex,
root_control = setup_root_control(start = rep(2, 4, 4, 4)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
ordinary text without R code
label: SB3_clsform (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## closed form roots
theta_cls <- numeric(4)
theta_cls[1] <- mean(geexex$Y1)
theta_cls[2] <- sum((geexex$Y1 - theta_cls[1])^2)/nrow(geexex)
theta_cls[3] <- sqrt(theta_cls[2])
theta_cls[4] <- log(theta_cls[2])
## Compare to closed form ##
theta2 <- theta_cls[2]
mu3 <- moments::moment(geexex$Y1, order = 3, central = TRUE)
mu4 <- moments::moment(geexex$Y1, order = 4, central = TRUE)
## closed form covariance
Sigma_cls <- matrix(
c(theta2, mu3, mu3/(2*sqrt(theta2)), mu3/theta2,
mu3, mu4 - theta2^2, (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/theta2,
mu3/(2 * sqrt(theta2)), (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/(4*theta2), (mu4 - theta2^2)/(2*theta2^(3/2)),
mu3/theta2, (mu4 - theta2^2)/theta2, (mu4 - theta2^2)/(2*theta2^(3/2)), (mu4/theta2^2) - 1) ,
nrow = 4, byrow = TRUE) / nrow(geexex)
## closed form covariance
# Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:29 2022 ------##
---------------------- inline R code fragments -----------------------
234:368 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 2)
----------------------------------------------------------------------
label: SB3_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jun 26 03:44:30 2022 ------##
ordinary text without R code
--- finished re-building ‘v00_geex_intro.Rmd’
--- re-building ‘v01_additional_examples.Rmd’ using rmarkdown
Quitting from lines 105-107 (v01_additional_examples.Rmd)
Error: processing vignette 'v01_additional_examples.Rmd' failed with diagnostics:
there is no package called 'ivpack'
--- failed re-building ‘v01_additional_examples.Rmd’
--- re-building ‘v02_sandwich_comparison.Rmd’ using rmarkdown
--- finished re-building ‘v02_sandwich_comparison.Rmd’
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--- finished re-building ‘v03_root_solvers.Rmd’
--- re-building ‘v04_weights.Rmd’ using rmarkdown
--- finished re-building ‘v04_weights.Rmd’
--- re-building ‘v05_finite_sample_corrections.Rmd’ using rmarkdown
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
--- finished re-building ‘v05_finite_sample_corrections.Rmd’
--- re-building ‘v06_causal_example.Rmd’ using rmarkdown
--- finished re-building ‘v06_causal_example.Rmd’
--- re-building ‘v07_geex_design.Rmd’ using rmarkdown
--- finished re-building ‘v07_geex_design.Rmd’
SUMMARY: processing the following file failed:
‘v01_additional_examples.Rmd’
Error: Vignette re-building failed.
Execution halted
Flavor: r-devel-linux-x86_64-fedora-clang
Version: 1.0.12
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
--- re-building ‘v00_geex_intro.Rmd’ using rmarkdown
Attaching package: 'geex'
The following object is masked from 'package:methods':
show
ordinary text without R code
label: SB1_estfun (with options)
List of 2
$ echo : logi TRUE
$ results: chr "hide"
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB1_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:54 2022 ------##
ordinary text without R code
label: SB1_run (with options)
List of 3
$ echo : logi TRUE
$ eval : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
library(geex)
results <- m_estimate(
estFUN = SB1_estfun,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:54 2022 ------##
ordinary text without R code
label: SB1_clsform (with options)
List of 2
$ echo: logi TRUE
$ eval: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
n <- nrow(geexex)
A <- diag(1, nrow = 2)
B <- with(geexex, {
Ybar <- mean(Y1)
B11 <- mean( (Y1 - Ybar)^2 )
B12 <- mean( (Y1 - Ybar) * ((Y1 - Ybar)^2 - B11) )
B22 <- mean( ((Y1 - Ybar)^2 - B11)^2 )
matrix(
c(B11, B12,
B12, B22), nrow = 2
)
})
# closed form roots
theta_cls <- c(mean(geexex$Y1),
# since var() divides by n - 1, not n
var(geexex$Y1) * (n - 1)/ n )
# closed form sigma
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:54 2022 ------##
---------------------- inline R code fragments -----------------------
757:891 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 1)
----------------------------------------------------------------------
label: SB1_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
label: SB2_eefun (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB2_estfun <- function(data){
Y1 <- data$Y1; Y2 <- data$Y2
function(theta){
c(Y1 - theta[1],
Y2 - theta[2],
theta[1] - (theta[3] * theta[2])
)
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
label: SB2_run (with options)
List of 2
$ echo : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN = SB2_estfun,
data = geexex,
root_control = setup_root_control(start = c(1, 1, 1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
label: SB2_clsform (with options)
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$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Comparison to an analytically derived sanwich estimator
A <- with(geexex, {
matrix(
c(1 , 0, 0,
0 , 1, 0,
-1, mean(Y1)/mean(Y2), mean(Y2)),
byrow = TRUE, nrow = 3)
})
B <- with(geexex, {
matrix(
c(var(Y1) , cov(Y1, Y2), 0,
cov(Y1, Y2), var(Y2) , 0,
0, 0, 0),
byrow = TRUE, nrow = 3)
})
## closed form roots
theta_cls <- c(mean(geexex$Y1), mean(geexex$Y2))
theta_cls[3] <- theta_cls[1]/theta_cls[2]
## closed form covariance
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / nrow(geexex)
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
---------------------- inline R code fragments -----------------------
261:346 format(max(abs(comparison$geex$estimates - comparison$cls$estimates)), digits = 2)
438:532 format(max(abs(comparison$geex$vcov - comparison$cls$vcov)), scientific = TRUE, digits = 2)
----------------------------------------------------------------------
label: SB2_results (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
label: SB3_eefun (with options)
List of 3
$ echo : logi TRUE
$ warning: logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB3_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2],
sqrt(theta[2]) - theta[3],
log(theta[2]) - theta[4])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
label: SB3_run (with options)
List of 2
$ echo : logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN= SB3_estfun,
data = geexex,
root_control = setup_root_control(start = rep(2, 4, 4, 4)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
label: SB3_clsform (with options)
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$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## closed form roots
theta_cls <- numeric(4)
theta_cls[1] <- mean(geexex$Y1)
theta_cls[2] <- sum((geexex$Y1 - theta_cls[1])^2)/nrow(geexex)
theta_cls[3] <- sqrt(theta_cls[2])
theta_cls[4] <- log(theta_cls[2])
## Compare to closed form ##
theta2 <- theta_cls[2]
mu3 <- moments::moment(geexex$Y1, order = 3, central = TRUE)
mu4 <- moments::moment(geexex$Y1, order = 4, central = TRUE)
## closed form covariance
Sigma_cls <- matrix(
c(theta2, mu3, mu3/(2*sqrt(theta2)), mu3/theta2,
mu3, mu4 - theta2^2, (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/theta2,
mu3/(2 * sqrt(theta2)), (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/(4*theta2), (mu4 - theta2^2)/(2*theta2^(3/2)),
mu3/theta2, (mu4 - theta2^2)/theta2, (mu4 - theta2^2)/(2*theta2^(3/2)), (mu4/theta2^2) - 1) ,
nrow = 4, byrow = TRUE) / nrow(geexex)
## closed form covariance
# Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
---------------------- inline R code fragments -----------------------
234:368 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 2)
----------------------------------------------------------------------
label: SB3_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 01:50:55 2022 ------##
ordinary text without R code
--- finished re-building ‘v00_geex_intro.Rmd’
--- re-building ‘v01_additional_examples.Rmd’ using rmarkdown
Quitting from lines 105-107 (v01_additional_examples.Rmd)
Error: processing vignette 'v01_additional_examples.Rmd' failed with diagnostics:
there is no package called 'ivpack'
--- failed re-building ‘v01_additional_examples.Rmd’
--- re-building ‘v02_sandwich_comparison.Rmd’ using rmarkdown
--- finished re-building ‘v02_sandwich_comparison.Rmd’
--- re-building ‘v03_root_solvers.Rmd’ using rmarkdown
--- finished re-building ‘v03_root_solvers.Rmd’
--- re-building ‘v04_weights.Rmd’ using rmarkdown
--- finished re-building ‘v04_weights.Rmd’
--- re-building ‘v05_finite_sample_corrections.Rmd’ using rmarkdown
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
--- finished re-building ‘v05_finite_sample_corrections.Rmd’
--- re-building ‘v06_causal_example.Rmd’ using rmarkdown
--- finished re-building ‘v06_causal_example.Rmd’
--- re-building ‘v07_geex_design.Rmd’ using rmarkdown
--- finished re-building ‘v07_geex_design.Rmd’
SUMMARY: processing the following file failed:
‘v01_additional_examples.Rmd’
Error: Vignette re-building failed.
Execution halted
Flavor: r-devel-linux-x86_64-fedora-gcc
Version: 1.0.12
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
...
--- re-building ‘v00_geex_intro.Rmd’ using rmarkdown
Attaching package: 'geex'
The following object is masked from 'package:methods':
show
ordinary text without R code
label: SB1_estfun (with options)
List of 2
$ echo : logi TRUE
$ results: chr "hide"
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB1_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:54 2022 ------##
ordinary text without R code
label: SB1_run (with options)
List of 3
$ echo : logi TRUE
$ eval : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
library(geex)
results <- m_estimate(
estFUN = SB1_estfun,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:54 2022 ------##
ordinary text without R code
label: SB1_clsform (with options)
List of 2
$ echo: logi TRUE
$ eval: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
n <- nrow(geexex)
A <- diag(1, nrow = 2)
B <- with(geexex, {
Ybar <- mean(Y1)
B11 <- mean( (Y1 - Ybar)^2 )
B12 <- mean( (Y1 - Ybar) * ((Y1 - Ybar)^2 - B11) )
B22 <- mean( ((Y1 - Ybar)^2 - B11)^2 )
matrix(
c(B11, B12,
B12, B22), nrow = 2
)
})
# closed form roots
theta_cls <- c(mean(geexex$Y1),
# since var() divides by n - 1, not n
var(geexex$Y1) * (n - 1)/ n )
# closed form sigma
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:54 2022 ------##
---------------------- inline R code fragments -----------------------
757:891 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 1)
----------------------------------------------------------------------
label: SB1_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:54 2022 ------##
ordinary text without R code
label: SB2_eefun (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB2_estfun <- function(data){
Y1 <- data$Y1; Y2 <- data$Y2
function(theta){
c(Y1 - theta[1],
Y2 - theta[2],
theta[1] - (theta[3] * theta[2])
)
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
ordinary text without R code
label: SB2_run (with options)
List of 2
$ echo : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN = SB2_estfun,
data = geexex,
root_control = setup_root_control(start = c(1, 1, 1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
ordinary text without R code
label: SB2_clsform (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Comparison to an analytically derived sanwich estimator
A <- with(geexex, {
matrix(
c(1 , 0, 0,
0 , 1, 0,
-1, mean(Y1)/mean(Y2), mean(Y2)),
byrow = TRUE, nrow = 3)
})
B <- with(geexex, {
matrix(
c(var(Y1) , cov(Y1, Y2), 0,
cov(Y1, Y2), var(Y2) , 0,
0, 0, 0),
byrow = TRUE, nrow = 3)
})
## closed form roots
theta_cls <- c(mean(geexex$Y1), mean(geexex$Y2))
theta_cls[3] <- theta_cls[1]/theta_cls[2]
## closed form covariance
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / nrow(geexex)
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
---------------------- inline R code fragments -----------------------
261:346 format(max(abs(comparison$geex$estimates - comparison$cls$estimates)), digits = 2)
438:532 format(max(abs(comparison$geex$vcov - comparison$cls$vcov)), scientific = TRUE, digits = 2)
----------------------------------------------------------------------
label: SB2_results (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
ordinary text without R code
label: SB3_eefun (with options)
List of 3
$ echo : logi TRUE
$ warning: logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB3_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2],
sqrt(theta[2]) - theta[3],
log(theta[2]) - theta[4])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
ordinary text without R code
label: SB3_run (with options)
List of 2
$ echo : logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN= SB3_estfun,
data = geexex,
root_control = setup_root_control(start = rep(2, 4, 4, 4)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
ordinary text without R code
label: SB3_clsform (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## closed form roots
theta_cls <- numeric(4)
theta_cls[1] <- mean(geexex$Y1)
theta_cls[2] <- sum((geexex$Y1 - theta_cls[1])^2)/nrow(geexex)
theta_cls[3] <- sqrt(theta_cls[2])
theta_cls[4] <- log(theta_cls[2])
## Compare to closed form ##
theta2 <- theta_cls[2]
mu3 <- moments::moment(geexex$Y1, order = 3, central = TRUE)
mu4 <- moments::moment(geexex$Y1, order = 4, central = TRUE)
## closed form covariance
Sigma_cls <- matrix(
c(theta2, mu3, mu3/(2*sqrt(theta2)), mu3/theta2,
mu3, mu4 - theta2^2, (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/theta2,
mu3/(2 * sqrt(theta2)), (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/(4*theta2), (mu4 - theta2^2)/(2*theta2^(3/2)),
mu3/theta2, (mu4 - theta2^2)/theta2, (mu4 - theta2^2)/(2*theta2^(3/2)), (mu4/theta2^2) - 1) ,
nrow = 4, byrow = TRUE) / nrow(geexex)
## closed form covariance
# Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
---------------------- inline R code fragments -----------------------
234:368 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 2)
----------------------------------------------------------------------
label: SB3_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Wed Jul 6 04:07:55 2022 ------##
ordinary text without R code
--- finished re-building ‘v00_geex_intro.Rmd’
--- re-building ‘v01_additional_examples.Rmd’ using rmarkdown
Quitting from lines 105-107 (v01_additional_examples.Rmd)
Error: processing vignette ‘v01_additional_examples.Rmd’ failed with diagnostics:
there is no package called 'ivpack'
--- failed re-building ‘v01_additional_examples.Rmd’
--- re-building ‘v02_sandwich_comparison.Rmd’ using rmarkdown
--- finished re-building ‘v02_sandwich_comparison.Rmd’
--- re-building ‘v03_root_solvers.Rmd’ using rmarkdown
--- finished re-building ‘v03_root_solvers.Rmd’
--- re-building ‘v04_weights.Rmd’ using rmarkdown
--- finished re-building ‘v04_weights.Rmd’
--- re-building ‘v05_finite_sample_corrections.Rmd’ using rmarkdown
Beginning Cgee S-function, @(#) geeformula.q 4.13 98/01/27
running glm to get initial regression estimate
--- finished re-building ‘v05_finite_sample_corrections.Rmd’
--- re-building ‘v06_causal_example.Rmd’ using rmarkdown
--- finished re-building ‘v06_causal_example.Rmd’
--- re-building ‘v07_geex_design.Rmd’ using rmarkdown
--- finished re-building ‘v07_geex_design.Rmd’
SUMMARY: processing the following file failed:
‘v01_additional_examples.Rmd’
Error: Vignette re-building failed.
Execution halted
Flavor: r-patched-linux-x86_64
Version: 1.0.12
Check: re-building of vignette outputs
Result: ERROR
Error(s) in re-building vignettes:
...
--- re-building ‘v00_geex_intro.Rmd’ using rmarkdown
Attaching package: 'geex'
The following object is masked from 'package:methods':
show
ordinary text without R code
label: SB1_estfun (with options)
List of 2
$ echo : logi TRUE
$ results: chr "hide"
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB1_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB1_run (with options)
List of 3
$ echo : logi TRUE
$ eval : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
library(geex)
results <- m_estimate(
estFUN = SB1_estfun,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB1_clsform (with options)
List of 2
$ echo: logi TRUE
$ eval: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
n <- nrow(geexex)
A <- diag(1, nrow = 2)
B <- with(geexex, {
Ybar <- mean(Y1)
B11 <- mean( (Y1 - Ybar)^2 )
B12 <- mean( (Y1 - Ybar) * ((Y1 - Ybar)^2 - B11) )
B22 <- mean( ((Y1 - Ybar)^2 - B11)^2 )
matrix(
c(B11, B12,
B12, B22), nrow = 2
)
})
# closed form roots
theta_cls <- c(mean(geexex$Y1),
# since var() divides by n - 1, not n
var(geexex$Y1) * (n - 1)/ n )
# closed form sigma
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
---------------------- inline R code fragments -----------------------
757:891 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 1)
----------------------------------------------------------------------
label: SB1_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB2_eefun (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB2_estfun <- function(data){
Y1 <- data$Y1; Y2 <- data$Y2
function(theta){
c(Y1 - theta[1],
Y2 - theta[2],
theta[1] - (theta[3] * theta[2])
)
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB2_run (with options)
List of 2
$ echo : logi TRUE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN = SB2_estfun,
data = geexex,
root_control = setup_root_control(start = c(1, 1, 1)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB2_clsform (with options)
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$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Comparison to an analytically derived sanwich estimator
A <- with(geexex, {
matrix(
c(1 , 0, 0,
0 , 1, 0,
-1, mean(Y1)/mean(Y2), mean(Y2)),
byrow = TRUE, nrow = 3)
})
B <- with(geexex, {
matrix(
c(var(Y1) , cov(Y1, Y2), 0,
cov(Y1, Y2), var(Y2) , 0,
0, 0, 0),
byrow = TRUE, nrow = 3)
})
## closed form roots
theta_cls <- c(mean(geexex$Y1), mean(geexex$Y2))
theta_cls[3] <- theta_cls[1]/theta_cls[2]
## closed form covariance
Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / nrow(geexex)
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
---------------------- inline R code fragments -----------------------
261:346 format(max(abs(comparison$geex$estimates - comparison$cls$estimates)), digits = 2)
438:532 format(max(abs(comparison$geex$vcov - comparison$cls$vcov)), scientific = TRUE, digits = 2)
----------------------------------------------------------------------
label: SB2_results (with options)
List of 1
$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB3_eefun (with options)
List of 3
$ echo : logi TRUE
$ warning: logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
SB3_estfun <- function(data){
Y1 <- data$Y1
function(theta){
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2],
sqrt(theta[2]) - theta[3],
log(theta[2]) - theta[4])
}
}
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB3_run (with options)
List of 2
$ echo : logi FALSE
$ message: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
results <- m_estimate(
estFUN= SB3_estfun,
data = geexex,
root_control = setup_root_control(start = rep(2, 4, 4, 4)))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
ordinary text without R code
label: SB3_clsform (with options)
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$ echo: logi TRUE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## closed form roots
theta_cls <- numeric(4)
theta_cls[1] <- mean(geexex$Y1)
theta_cls[2] <- sum((geexex$Y1 - theta_cls[1])^2)/nrow(geexex)
theta_cls[3] <- sqrt(theta_cls[2])
theta_cls[4] <- log(theta_cls[2])
## Compare to closed form ##
theta2 <- theta_cls[2]
mu3 <- moments::moment(geexex$Y1, order = 3, central = TRUE)
mu4 <- moments::moment(geexex$Y1, order = 4, central = TRUE)
## closed form covariance
Sigma_cls <- matrix(
c(theta2, mu3, mu3/(2*sqrt(theta2)), mu3/theta2,
mu3, mu4 - theta2^2, (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/theta2,
mu3/(2 * sqrt(theta2)), (mu4 - theta2^2)/(2*sqrt(theta2)), (mu4 - theta2^2)/(4*theta2), (mu4 - theta2^2)/(2*theta2^(3/2)),
mu3/theta2, (mu4 - theta2^2)/theta2, (mu4 - theta2^2)/(2*theta2^(3/2)), (mu4/theta2^2) - 1) ,
nrow = 4, byrow = TRUE) / nrow(geexex)
## closed form covariance
# Sigma_cls <- (solve(A) %*% B %*% t(solve(A))) / n
comparison <- list(geex = list(estimates = coef(results), vcov = vcov(results)),
cls = list(estimates = theta_cls, vcov = Sigma_cls))
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:10 2022 ------##
---------------------- inline R code fragments -----------------------
234:368 format(max(abs(comparison$geex$estimates - comparison$cls$estimates), abs(comparison$geex$vcov - comparison$cls$vcov)), digits = 2)
----------------------------------------------------------------------
label: SB3_results (with options)
List of 1
$ echo: logi FALSE
~~~~~~~~~~~~~~~~~~~~~~~~~~~~ R code chunk ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
comparison
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
##------ Sun Jul 3 19:44:11 2022 ------##
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