fay_bias_correction: Correct sandwich variance estimator byFay's bias correction

Description Usage Arguments Value References Examples

View source: R/correct_by_funs.R

Description

Computes the bias corrected sandwich covariance matrix described in Fay and Graubard (2001). See vignette("05_finite_sample_corrections", package = "geex") for further information.

Usage

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fay_bias_correction(components, b = 0.75)

Arguments

components

an object of class sandwich_components

b

a numeric value < 1. Defaults to 0.75 as in Fay.

Value

a corrected covariance matrix

References

Fay, M. P., & Graubard, B. I. (2001). Small-Sample adjustments for Wald-type tests using sandwich estimators. Biometrics, 57(4), 1198-1206

Examples

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# This example demonstrates usage of the corrections, not a meaningful application
myee <- function(data){
 function(theta){
   c(data$Y1 - theta[1],
   (data$Y1 - theta[1])^2 - theta[2])
  }
}

results <- m_estimate(
   estFUN = myee,
   data = geexex,
   root_control = setup_root_control(start = c(1,1)),
   corrections  = list(
     bias_correction_.1 = correction(fay_bias_correction, b = .1),
     bias_correction_.3 = correction(fay_bias_correction, b = .3))
   )

get_corrections(results)

geex documentation built on Feb. 17, 2020, 5:08 p.m.