E.Beta {TeachingSampling} | R Documentation |
Estimation of the population regression coefficients under SI designs
Description
Computes the estimation of regression coefficients using the principles of the Horvitz-Thompson estimator
Usage
E.Beta(N, n, y, x, ck=1, b0=FALSE)
Arguments
N |
The population size |
n |
The sample size |
y |
Vector, matrix or data frame containing the recollected information of the variables of interest for every unit in the selected sample |
x |
Vector, matrix or data frame containing the recollected auxiliary information for every unit in the selected sample |
ck |
By default equals to one. It is a vector of weights induced by the structure of variance of the supposed model |
b0 |
By default FALSE. The intercept of the regression model |
Details
Returns the estimation of the population regression coefficients in a supposed linear model, its estimated variance and its estimated coefficient of variation under an SI sampling design
Value
The function returns a vector whose entries correspond to the estimated parameters of the regression coefficients
Author(s)
Hugo Andres Gutierrez Rojas hagutierrezro@gmail.com
References
Sarndal, C-E. and Swensson, B. and Wretman, J. (1992), Model Assisted Survey Sampling. Springer.
Gutierrez, H. A. (2009), Estrategias de muestreo: Diseno de encuestas y estimacion de parametros.
Editorial Universidad Santo Tomas.
See Also
Examples
######################################################################
## Example 1: Linear models involving continuous auxiliary information
######################################################################
# Draws a simple random sample without replacement
data(Lucy)
attach(Lucy)
N <- dim(Lucy)[1]
n <- 400
sam <- S.SI(N, n)
# The information about the units in the sample
# is stored in an object called data
data <- Lucy[sam,]
attach(data)
names(data)
########### common mean model
estima<-data.frame(Income, Employees, Taxes)
x <- rep(1,n)
E.Beta(N, n, estima,x,ck=1,b0=FALSE)
########### common ratio model
estima<-data.frame(Income)
x <- data.frame(Employees)
E.Beta(N, n, estima,x,ck=x,b0=FALSE)
########### Simple regression model without intercept
estima<-data.frame(Income, Employees)
x <- data.frame(Taxes)
E.Beta(N, n, estima,x,ck=1,b0=FALSE)
########### Multiple regression model without intercept
estima<-data.frame(Income)
x <- data.frame(Employees, Taxes)
E.Beta(N, n, estima,x,ck=1,b0=FALSE)
########### Simple regression model with intercept
estima<-data.frame(Income, Employees)
x <- data.frame(Taxes)
E.Beta(N, n, estima,x,ck=1,b0=TRUE)
########### Multiple regression model with intercept
estima<-data.frame(Income)
x <- data.frame(Employees, Taxes)
E.Beta(N, n, estima,x,ck=1,b0=TRUE)
###############################################################
## Example 2: Linear models with discrete auxiliary information
###############################################################
# Draws a simple random sample without replacement
data(Lucy)
attach(Lucy)
N <- dim(Lucy)[1]
n <- 400
sam <- S.SI(N,n)
# The information about the sample units is stored in an object called data
data <- Lucy[sam,]
attach(data)
names(data)
# The auxiliary information
Doma<-Domains(Level)
########### Poststratified common mean model
estima<-data.frame(Income, Employees, Taxes)
E.Beta(N, n, estima,Doma,ck=1,b0=FALSE)
########### Poststratified common ratio model
estima<-data.frame(Income, Employees)
x<-Doma*Taxes
E.Beta(N, n, estima,x,ck=1,b0=FALSE)