class_svyreg_rob {robsurvey} | R Documentation |
Utility Functions for Objects of Class svyreg_rob
Description
Methods and utility functions for objects of class svyreg_rob
.
Usage
## S3 method for class 'svyreg_rob'
print(x, digits = max(3L, getOption("digits") - 3L), ...)
## S3 method for class 'svyreg_rob'
summary(object, mode = c("design", "model", "compound"),
digits = max(3L, getOption("digits") - 3L), ...)
## S3 method for class 'svyreg_rob'
coef(object, ...)
## S3 method for class 'svyreg_rob'
vcov(object, mode = c("design", "model", "compound"), ...)
## S3 method for class 'svyreg_rob'
SE(object, mode = c("design", "model", "compound"), ...)
## S3 method for class 'svyreg_rob'
residuals(object, ...)
## S3 method for class 'svyreg_rob'
fitted(object, ...)
## S3 method for class 'svyreg_rob'
robweights(object)
## S3 method for class 'svyreg_rob'
plot(x, which = 1L:4L,
hex = FALSE, caption = c("Standardized residuals vs. Fitted Values",
"Normal Q-Q", "Response vs. Fitted values",
"Sqrt of abs(Residuals) vs. Fitted Values"),
panel = if (add.smooth) function(x, y, ...) panel.smooth(x, y,
iter = iter.smooth, ...) else points, sub.caption = NULL, main = "",
ask = prod(par("mfcol")) < length(which) && dev.interactive(), ...,
id.n = 3, labels.id = names(residuals(x)), cex.id = 0.75, qqline = TRUE,
add.smooth = getOption("add.smooth"), iter.smooth = 3,
label.pos = c(4, 2), cex.caption = 1, cex.oma.main = 1.25)
Arguments
x |
object of class |
digits |
|
... |
additional arguments passed to the method. |
object |
object of class |
mode |
|
which |
|
hex |
|
caption |
|
panel |
panel function. The useful alternative to
|
sub.caption |
|
main |
|
ask |
|
id.n |
|
labels.id |
|
cex.id |
|
qqline |
|
add.smooth |
|
iter.smooth |
|
label.pos |
|
cex.caption |
|
cex.oma.main |
|
Details
Package survey must be attached to the search path in order to use
the functions (see library
or require
).
- Variance
-
For variance estimation (
summary
,vcov
, andSE
) three modes are available:-
"design"
: design-based variance estimator using linearization; see Binder (1983) -
"model"
: model-based weighted variance estimator (the sampling design is ignored) -
"compound"
: design-model-based variance estimator; see Rubin-Bleuer and Schiopu-Kratina (2005) and Binder and Roberts (2009)
-
- Utility functions
-
The following utility functions are available:
-
summary
gives a summary of the estimation properties -
plot
shows diagnostic plots for the estimated regression model -
robweights
extracts the robustness weights (if available) -
coef
extracts the estimated regression coefficients -
vcov
extracts the (estimated) covariance matrix -
residuals
extracts the residuals -
fitted
extracts the fitted values
-
References
Binder, D. A. (1983). On the Variances of Asymptotically Normal Estimators from Complex Surveys. International Statistical Review 51, 279–292. doi:10.2307/1402588
Binder, D. A. and Roberts, G. (2009). Design- and Model-Based Inference for Model Parameters. In: Sample Surveys: Inference and Analysis ed. by Pfeffermann, D. and Rao, C. R. Volume 29B of Handbook of Statistics, Amsterdam: Elsevier, Chap. 24, 33–54 doi:10.1016/S0169-7161(09)00224-7
Rubin-Bleuer, S. and Schiopu-Kratina, I. (2005). On the Two-phase framework for joint model and design-based inference. The Annals of Statistics 33, 2789–2810. doi:10.1214/009053605000000651
See Also
Weighted least squares: svyreg
; robust weighted regression
svyreg_huberM
, svyreg_huberGM
,
svyreg_tukeyM
and svyreg_tukeyGM
Examples
head(workplace)
library(survey)
# Survey design for simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
# survey design with pre-calibrated weights
svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
data = workplace, calibrate.formula = ~-1 + strat)
} else {
# legacy mode
svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
data = workplace)
}
# Compute regression M-estimate with Huber psi-function
m <- svyreg_huberM(payroll ~ employment, dn, k = 14)
# Diagnostic plots (e.g., standardized residuals against fitted values)
plot(m, which = 1L)
# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(m), robweights(m))
# Utility functions
summary(m)
coef(m)
SE(m)
vcov(m)
residuals(m)
fitted(m)
robweights(m)