select_observations_to_be_trimmed {ddecompose}

Select observations with little common support to be trimmed

Description

This function implements the trimming rule proposed by Huber, Lechner, and Wunsch (2014). Observations above the trimming threshold are trimmed in the reference group and in the comparison group. Per default, the timming is set to sqrt(N)/N, where N is the number of observation in the reweighted reference group. The function returns vector index of observation to be trimmed.

Usage

select_observations_to_be_trimmed(
  reweighting_factor,
  group_variable,
  group,
  trimming_threshold = NULL
)

Arguments

reweighting_factor

Estimated reweigting factor

group_variable

Variable identifying the reference and comparison group, respectively.

group

Identifier of reference group

trimming_threshold

threshold defining the maximal accepted relative weight of a reweighting factor/observation. If 'NULL', the threshold is set to 'sqrt(N)/N', where N is the number of observations in the reference group.