spvim_se {vimp}R Documentation

Standard error estimate for SPVIM values

Description

Compute standard error estimates based on the estimated influence function for a SPVIM value of interest.

Usage

spvim_se(ics, idx = 1, gamma = 1, na_rm = FALSE)

Arguments

ics

the influence function estimates based on the contributions from sampling observations and sampling subsets: a list of length two resulting from a call to spvim_ics.

idx

the index of interest

gamma

the proportion of the sample size used when sampling subsets

na_rm

remove NAs?

Details

Since the processes for sampling observations and subsets are independent, the variance for a given SPVIM estimator is simply the sum of the variances based on sampling observations and on sampling subsets.

Value

The standard error estimate for the desired SPVIM value

See Also

spvim_ics for how the influence functions are estimated.


[Package vimp version 2.3.3 Index]