arb {sgr}

Average relative bias

Description

Average relative bias (ARB).

Usage

arb(Bpar, B0)

Arguments

Bpar

Matrix with dimension B (replicates) \times P (parameters).

B0

Vector of true parameter values.

Details

Let \hat{\theta}_{ij} be the estimated parameter value for the jth parameter in the ith sample (replicate), i = 1, 2, \ldots B, j = 1, 2, \ldots P, and let \theta_{j} be the corresponding true parameter value, the Average relative bias is defined as follows:

ARB=\frac{100}{B}\sum_{i}\frac{1}{P} \sum_{j} \left( \frac{\hat{\theta}_{ij}-\theta_{j}}{\theta_{j}} \right)

Value

Gives the ARB value.

Note

If \theta_{j} = 0, the ratio \left( \frac{\hat{\theta}_{ij}-\theta_{j}}{\theta_{j}} \right) is modified as follows: \left( \frac{\hat{\theta}_{ij}-0}{1} \right)

Author(s)

Massimiliano Pastore & Luigi Lombardi

References

Yang-Wallentin, F., Joreskog, K. G., Luo, H. (2010). Confirmatory Factor Analysis of Ordinal Variables With Misspecified Models, Structural Equation Modeling: A Multidisciplinary Journal, 17, 392-423.

See Also

amse