ic.data.examp {amp} | R Documentation |
Function for calculating the influence function used for the real data example.
Description
Function for calculating the influence function used for the real data example.
Usage
ic.data.examp(obs_data, what = "both", control = NULL)
Arguments
obs_data |
the observed data. The first column should be the outcome. |
what |
the desired return value. Should be one of |
control |
any other control parameters to be passed to the estimator. |
Value
If what
is
- "est"
, then return the estimated parameter.
- "ic"
, then return the estimated IC of the parameter estimate.
- "both"
, then return both the parameter estimate and
corresponding estimated IC.
Examples
expit <- function(x) exp(x) / (1 + exp(x))
ws <- matrix(rnorm(3000), ncol = 3)
probs <- expit(ws %*% c(-1, 0, 2))
y <- rbinom(n = nrow(probs), size = 1, prob = probs[, 1])
wts <- abs(rnorm(length(y))) + 1
wts <- length(wts) * wts / sum(wts)
cats <- rep(1:10, 100)
obs_dat <- cbind(y, "cat" = cats, "wt" = wts, ws)
est_ic <- ic.data.examp(obs_dat, what = "both")
my_est <- est_ic$est
my_ic <- est_ic$ic / nrow(ws)
var_mat <- t(my_ic) %*% my_ic
sqrt(diag(var_mat))
for(cov_idx in 1:ncol(ws)){
print(summary(stats::glm(y ~ ws[, cov_idx], weights = obs_dat[, "wt"],
family = binomial))$coefficients[2, 1:2])
}
[Package amp version 1.0.0 Index]