varEst | R Documentation |
Estimator of the approximated variance for balanced sampling
varEst(X, strata, pik, s, y)
X |
A matrix of size (N x p) of auxiliary variables on which the sample must be balanced. |
strata |
A vector of integers that represents the categories. |
pik |
A vector of inclusion probabilities. |
s |
A sample (vector of 0 and 1, if rejected or selected). |
y |
A variable of interest. |
This function gives an estimator of the approximated variance of the Horvitz-Thompson total estimator presented by Hasler C. and Tillé Y. (2014).
a scalar, the value of the estimated variance.
Raphaël Jauslin raphael.jauslin@unine.ch
Hasler, C. and Tillé, Y. (2014). Fast balanced sampling for highly stratified population. Computational Statistics and Data Analysis, 74:81-94.
varApp
N <- 1000 n <- 400 x1 <- rgamma(N,4,25) x2 <- rgamma(N,4,25) strata <- as.matrix(rep(1:40,each = 25)) # 25 strata Xcat <- disjMatrix(strata) pik <- rep(n/N,N) X <- as.matrix(matrix(c(x1,x2),ncol = 2)) s <- stratifiedcube(X,strata,pik) y <- 20*strata + rnorm(1000,120) # variable of interest # y_ht <- sum(y[which(s==1)]/pik[which(s == 1)]) # Horvitz-Thompson estimator # (sum(y_ht) - sum(y))^2 # true variance varEst(X,strata,pik,s,y) varApp(X,strata,pik,y)
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