CenterForStatistics-UGent / pim

R package for probabilistic index models
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Implement the bias reduced pim equations for the vcov matrix (sandwich) estimator #8

Open JoFAM opened 6 years ago

JoFAM commented 6 years ago

The option bias.reduced = TRUE should give correct vcov estimates. For now the sandwich estimator gives the unbiased estimates.

Either the default should be the sandwich estimator, or the one based on the experimental likelihood should be integrated in the pim function.