pzivich / Delicatessen

Delicatessen: the Python one-stop sandwich (variance) shop 🥪
https://deli.readthedocs.io/en/latest/index.html
MIT License
22 stars 2 forks source link

Finite Sample Corrected Sandwich #47

Open pzivich opened 5 months ago

pzivich commented 5 months ago

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