The Open-Faced Sandwich Adjustment for MCMC Using Estimating Functions
The Open-Faced Sandwich Adjustment for MCMC Using Estimating Functions
The situation frequently arises where working with the likelihood function is problematic. This can happen for several reasons---perhaps the likelihood is prohibitively computationally expensive, perhaps it lacks some robustness property, or perhaps it is simply not known for the model under consideration. In these cases, it is often possible to …