var_mean_indep: Variance helper functions

In probstats4econ: Companion Package to Probability and Statistics for Economics and Business

Variance helper functions

Description

These functions help calculate the variance matrix of different kinds of samples. var_mean_indep creates an asymptotic covariance matrix for the sample means of a list of independent samples. var_prop_indep creates an asymptotic covariance matrix for the sample proportions of a list of independent samples. var_mean_onesample creates an asymptotic covariance matrix for the sample means of several variables from the same sample.

Usage

var_mean_indep(x_vectors)

var_mean_onesample(df, vars = names(df))

var_prop_indep(pi_hat, nobs)

Arguments

x_vectors	A list of vectors, representing the different independent samples.
df	A data.frame object
vars	A character vector of variable names in df.
pi_hat	A vector of sample proportions.
nobs	The sample size.

Value

A matrix, representing the asymptotic covariance matrix of the sample means.

Examples

# list of independent samples
x_vectors <- list(
  rnorm(1000, mean = 1, sd = 2),
  rnorm(10, mean = 4, sd = 0.5),
  rnorm(1000000, mean = 0, sd = 1)
)
var_mean_indep(x_vectors)

# sample proportions
pi_hat <- c(0.1, 0.6, 0.3)
nobs <- 1000
var_prop_indep(pi_hat, nobs)

# covariance of educ and age in cps dataset
var_mean_onesample(cps, c("educ", "age"))

probstats4econ documentation built on Sept. 11, 2024, 8:29 p.m.