PanelEstimation {CalibrateSSB}

Variance estimation for panel data

Description

Variance estimation of linear combinations of totals and ratios based on output from wideFromCalibrate

Usage

PanelEstimation(
  x,
  numerator,
  denominator = NULL,
  linComb = matrix(0, 0, n),
  linComb0 = NULL,
  estType = "robustModel",
  leveragePower = 1/2,
  group = NULL,
  returnCov = FALSE,
  usewGross = TRUE
)

Arguments

x

Output from wideFromCalibrate.

numerator

y variable name or number.

denominator

y variable name or number.

linComb

Matrix defining linear combinations of waves.

linComb0

Linear combination matrix to be used prior to ratio calculations.

estType

Estimation type: "robustModel" (default), "ssbAKU", "robustModelww", "robustModelGroup" or "robustModelGroupww" (see below)

leveragePower

Power used when adjusting residuals using leverages.

group

Extra variable name or number for cluster robust estimation.

returnCov

Return covariance matrices instead of variance vectors.

usewGross

Use wGross (if avaliable) instead of design weights to adjust covariance matrix in the case of NA popTotals

Details

When denominator=NULL, only estimates for a single y-variable (numerator) are calculated. When denominator is specified, estimates for numerator, denominator and ratio are calculated. The default estimation type parameter, "robustModel", is equation (12) in paper. "ssbAKU" is (16), "robustModelww" is (9) and "robustModelGroup" and "robustModelGroupww" are cluster robust variants based on (w-1)^2 and w^2 .

Value

wTot

Sum of weights

estimates

Ordinary estimates

linCombs

Estimates of linear combinations

varEstimates

Variance of estimates

varLinCombs

Variance of estimates of linear combinations

When denominator is specified the above output refer to ratios. Then, similar output for numerator and denominator are also included.

See Also

CalibrateSSB, CalSSBobj, WideFromCalibrate, CalibrateSSBpanel.

Examples

# Generates data  - two years
z    = AkuData(3000)  # 3000 in each quarter
zPop = AkuData(10000)[,1:7]

# Calibration and "WideFromCalibrate"
b = CalibrateSSB(z,calmodel="~ sex*age", partition=c("year","q"),
        popData=zPop, y=c("unemployed","workforce"))
bWide = WideFromCalibrate(b,CrossStrata(z[,c("year","q")]),z$id)

# Define linear combination matrix
lc = rbind(LagDiff(8,4),PeriodDiff(8,4))
rownames(lc) = c("diffQ1","diffQ2","diffQ3","diffQ4","diffYearMean")
colnames(lc) = colnames(head(bWide$y[[1]]))
lc

# Unemployed: Totals and linear combinations
d1=PanelEstimation(bWide,"unemployed",linComb=lc)  #

# Table of output
cbind(tot=d1$estimates,se=sqrt(d1$varEstimates))
cbind(tot=d1$linCombs,se=sqrt(d1$varLinCombs))

# Ratio: Totals and linear combinations
d=PanelEstimation(bWide,numerator="unemployed",denominator="workforce",linComb=lc)
cbind(tot=d$estimates,se=sqrt(d$varEstimates))
cbind(tot=d$linCombs,se=sqrt(d$varLinCombs))

## Not run: 
# Calibration when som population totals unknown (edu)
# Leverages in output (will be used to adjust residuals)
# Cluster robust estimation (families/famid)
b2 = CalibrateSSB(z,popData=zPop,calmodel="~ edu*sex + sex*age",
           partition=c("year","q"), y=c("unemployed","workforce"),
           leverageOutput=TRUE)
b2Wide = WideFromCalibrate(b2,CrossStrata(z[,c("year","q")]),z$id,extra=z$famid)
d2 = PanelEstimation(b2Wide,"unemployed",linComb=lc,group=1,estType = "robustModelGroup")
cbind(tot=d2$linCombs,se=sqrt(d2$varLinCombs))

## End(Not run)


# Yearly mean before ratio calculation (linComb0)
# and difference between years (linComb)
g=PanelEstimation(bWide,numerator="unemployed",denominator="workforce",
    linComb= LagDiff(2),linComb0=Period(8,4))
cbind(tot=g$linCombs,se=sqrt(g$varLinCombs))