M-Estimator

Reference documentation for the M-Estimator available in delicatessen. This is the main utility in the delicatessen library. For implementation of your own estimating equations with delicatessen, see the documentation and examples provided in the ‘Custom Equations’ section.

M-Estimator

MEstimator(stacked_equations[, init, subset])

M-Estimator for stacked estimating equations.

Sandwich Variance Estimator

compute_sandwich(stacked_equations, theta[, ...])

Compute the empirical sandwich variance estimator given a set of estimating equations and parameter estimates.