err_vs_theta0_plot_for_homo_design: Plots a standard error estimate of thetahat (slope over...

In optDesignSlopeInt: Optimal Designs for Estimating the Slope Divided by the Intercept

Plots a standard error estimate of thetahat (slope over intercept) over a range of possible theta0 values in order to investigate robustness of the the initial theta0 guess.

Description

Plots a standard error estimate of thetahat (slope over intercept) over a range of possible theta0 values in order to investigate robustness of the the initial theta0 guess.

Usage

err_vs_theta0_plot_for_homo_design(
  n,
  xmin,
  xmax,
  theta,
  theta0_min,
  theta0_max,
  theta0 = NULL,
  beta0 = 1,
  sigma = 1,
  RES = 500,
  Nsim = 5000,
  error_est = function(est) {
     quantile(est, 0.99) - quantile(est, 0.01)
 },
  theta_logged = TRUE,
  error_pct = TRUE,
  plot_rhos = FALSE,
  ...
)

Arguments

n	The number of experimental runs.
xmin	The minimum value of the independent variable.
xmax	The maximum value of the independent variable.
theta	The putative true value. This is used to see how much efficiency given up by designing it for theta0.
theta0_min	Simulating over different guesses of theta0, this is the minimum guess.
theta0_max	Simulating over different guesses of theta0, this is the maximum guess.
theta0	The guess used to construct the experimental design. Specify only if you wish to see this value plotted. Default is NULL.
beta0	A guess to be used for the intercept. Defaults to 1.
sigma	A guess to be used for the homoskedastic variance of the measurement errors. If known accurately, then the standard errors (i.e. the y-axis on the plot) will be accurate. Otherwise, the standard errors are useful only when compared to each other in a relative sense. Defaults to 1.
RES	The number of points on the x-axis to simulate. Higher numbers will give smoother results. Default is 20.
Nsim	The number of models to be simulated for estimating the standard error at each value on the x-axis. Default is 1000.
error_est	The error metric for the estimates. The sample standard deviation (i.e. sd) is unstable at low sample sizes. The default is the 90 percentile minus the 10 percentile.
theta_logged	Should the values of theta be logged? Default is TRUE.
error_pct	Plot error as a percentage increase from minimum. Default is TRUE.
plot_rhos	Plot an additional graph of rho by theta0. Default is FALSE.
...	Additional arguments passed to the plot function.

Value

A list with original parameters as well as data from the simulation

Author(s)

Adam Kapelner

Examples

xmin = 5 / 15
xmax = 19 / 1
n = 10
theta0 = 0.053
plot_info = err_vs_theta0_plot_for_homo_design(
  n, xmin, xmax, theta0, theta0_min = 0.001, theta0_max = 1
)

optDesignSlopeInt documentation built on July 9, 2023, 6:43 p.m.