select_observations_to_be_trimmed: Select observations with little common support to be trimmed

In ddecompose: Detailed Distributional Decomposition

Select observations with little common support to be trimmed

Description

This function implements the trimming rule proposed by Huber, Lechner, and Wunsch (2014). Observations above the trimming threshold are trimmed in the reference group and in the comparison group. Per default, the timming is set to sqrt(N)/N, where N is the number of observation in the reweighted reference group. The function returns vector index of observation to be trimmed.

Usage

select_observations_to_be_trimmed(
  reweighting_factor,
  group_variable,
  group,
  trimming_threshold = NULL
)

Arguments

reweighting_factor	Estimated reweigting factor
group_variable	Variable identifying the reference and comparison group, respectively.
group	Identifier of reference group
trimming_threshold	threshold defining the maximal accepted relative weight of a reweighting factor/observation. If 'NULL', the threshold is set to 'sqrt(N)/N', where N is the number of observations in the reference group.

ddecompose documentation built on May 29, 2024, 5:36 a.m.