nested_Gsq_robust {cta} | R Documentation |
Nested
-Squared Statistic Based CIs (Robust)
Description
Constructs confidence intervals (CIs), based on the nested statistic, for estimands in contingency tables subject to equality constraints.
Usage
nested_Gsq_robust(y, strata, fixed.strata, h0.fct, h0.fct.deriv,
S0.fct, S0.fct.deriv, max.mph.iter, step,
change.step.after, y.eps, iter.orig, norm.diff.conv,
norm.score.conv, max.score.diff.iter, S.space.H0,
tol.psi, tol, max.iter, cut.off, delta, adj.epsilon,
iter.robust.max, iter.robust.eff)
Arguments
y |
Observed table counts in the contingency table(s), in vector form. |
strata |
Vector of the same length as |
fixed.strata |
The object that gives information on which stratum (strata) has (have) fixed sample sizes. |
h0.fct |
The constraint function |
h0.fct.deriv |
The R function object that computes analytic derivative of the
transpose of the constraint function |
S0.fct |
The estimand function |
S0.fct.deriv |
The R function object that computes analytic derivative of the estimand function |
max.mph.iter , step , change.step.after , y.eps , iter.orig , norm.diff.conv , norm.score.conv , max.score.diff.iter |
The parameters used in |
S.space.H0 |
Restricted estimand space of |
tol.psi , tol , max.iter |
The parameters used in the three stopping criteria in solving for the roots to the test-inversion equation. |
cut.off |
|
delta |
The constant |
adj.epsilon , iter.robust.max , iter.robust.eff |
The parameters used in the robustifying procedure. |
Value
nested_Gsq_robust
returns a list, which includes two objects. The first object is a -by-
matrix which displays two endpoints of the confidence interval based on the nested
statistic. For the second object, it includes the warning message that occurs during construction of the confidence
interval if the robustifying procedure is evoked:
"nested.Gsq.CI: Adjustment used. Not on original data.\n"
. If the robustifying procedure is not evoked, the second object is NULL
.
Author(s)
Qiansheng Zhu
References
Zhu, Q. (2020) "On improved confidence intervals for parameters of discrete distributions." PhD dissertation, University of Iowa.
See Also
nested_Gsq_nr
, f.psi
, ci.table