View source: R/irt_iterations.R
| irt_iterations | R Documentation |
Uses the Burton (2003) formula to determine the minimum number of simulation replications needed to achieve a desired level of Monte Carlo precision.
irt_iterations(sigma, delta, alpha = 0.05)
sigma |
Positive numeric. The empirical standard error of the estimand across replications (or a pilot estimate thereof). |
delta |
Positive numeric. The acceptable Monte Carlo error (half-width of the MC confidence interval for the estimand). |
alpha |
Numeric in (0, 1). Two-sided significance level.
Default |
The formula is:
R = \lceil (z_{\alpha/2} \cdot \sigma / \delta)^2 \rceil
where \sigma is the empirical standard error of the estimand,
\delta is the acceptable Monte Carlo error, and
z_{\alpha/2} is the critical value for the desired confidence level.
An integer: the minimum number of replications.
Burton, A., Altman, D. G., Royston, P., & Holder, R. L. (2006). The design of simulation studies in medical statistics. Statistics in Medicine, 25(24), 4279–4292. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/sim.2673")}
irt_simulate() for running the simulation with the computed
number of replications.
# How many replications for MC SE of bias < 0.1
# when empirical SE of the estimand is 0.5?
irt_iterations(sigma = 0.5, delta = 0.1)
# Tighter tolerance with 99% MC confidence
irt_iterations(sigma = 0.5, delta = 0.05, alpha = 0.01)
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