mscorev {submax} | R Documentation |
Computes M-scores for Permuational M-tests.
Description
Of limited interest to most users, function mscorev() computes M-scores. A similar function function is in the package sensitivitymv.
Usage
mscorev(ymat, inner = 0, trim = 3, lambda = 0.5)
Arguments
ymat |
If there are I matched sets and the largest matched set contains J individuals, then y is an I by J matrix with one row for each matched set. If matched set i contains one treated individual and k controls, where k is at least 1 and at most J-1, then y[i,1] is the treated individual's response, y[i,2],...,y[i,k+1] are the responses of the k controls, and y[i,k+2],...,y[i,J] are equal to NA. Although y can contain NA's, y[i,1] and y[i,2] must not be NA for every i. That is, every matched set must have at least one treated subject and one control. |
inner |
inner and trim together define the If uncertain about inner, trim and lambda, then use the defaults. An error will result unless Taking trim < Inf limits the influence of outliers; see Huber (1981). Taking trim < Inf and inner = 0 uses Huber's psi function. Taking trim = Inf does no trimming and is similar to a weighted mean; see TonT. Taking inner > 0 often increases design sensitivity; see Rosenbaum (2013). |
trim |
inner and trim together define the |
lambda |
Before applying the An error will result unless 0 < lambda < 1. |
Value
Generally, a matrix with the same dimensions as ymat containing the M-scores.
Note
The example reproduces Table 3 in Rosenbaum (2007).
Matched sets of unequal size are weighted using weights that would be efficient in a randomization test under a simple model with additive set and treatment effects and errors with constant variance; see Rosenbaum (2007). Specifically, the total score in set (row) i is divided by the number ni of individuals in row i, as in expression (8) in Rosenbaum (2007).
Author(s)
Paul R. Rosenbaum
References
Huber, P. (1981) Robust Statistics. New York: John Wiley. (M-estimates based on M-statistics.)
Maritz, J. S. (1979). A note on exact robust confidence intervals for location. Biometrika 66 163–166. (Introduces exact permutation tests based on M-statistics by redefining the scaling parameter.)
Rosenbaum, P. R. (2007) Sensitivity analysis for m-estimates, tests and confidence intervals in matched observational studies. Biometrics, 2007, 63, 456-464. <doi:10.1111/j.1541-0420.2006.00717.x>
Rosenbaum, P. R. (2013). Impact of multiple matched controls on design sensitivity in observational studies. Biometrics 69 118-127. (Introduces inner trimming.) <doi:10.1111/j.1541-0420.2012.01821.x>
Rosenbaum, P. R. (2015). Two R packages for sensitivity analysis in observational studies. Observational Studies, v. 1. (Free on-line.)
Examples
# The example reproduces Table 3 in Rosenbaum (2007).
data(tbmetaphase)
mscorev(tbmetaphase,trim=1)