estimate_bias: Estimate Bias

In senseweight: Sensitivity Analysis for Weighted Estimators

Estimate Bias

Description

Returns the bias based on the different parameters in the bias decomposition

Usage

estimate_bias(rho, R2, weights, sigma2)

Arguments

rho	Correlation between the error in the weights and outcome
R2	R2 measure for how much variation in the true weights is explained by the error term, must be bound on the range [0,1)
weights	Vector of estimated weights
sigma2	Estimated variance of the outcome (i.e., stats::var(Y) for obervational setting; stats::var(tau) for generalization setting)

Value

Estimated bias from omitting a confounder from weights

Examples

set.seed(331)
Y = rnorm(1000)
weights = rlogis(1000)
weights = weights/mean(weights)
estimate_bias(rho = 0.5, R2 = 0.5, weights = weights, sigma2 = var(Y))

senseweight documentation built on Aug. 23, 2025, 1:11 a.m.