variance_bounds: Cauchy-based bounds for the variance of the change in means

In wavecov: Overlap-Aware Workforce Wave Comparisons

Cauchy-based bounds for the variance of the change in means

Description

Compute generic and overlap-aware Cauchy bounds on the variance of the observed change in wave means when the covariance between wave means is unknown.

Usage

variance_bounds(
  N0,
  N1,
  V0_bar,
  V1_bar,
  nS = NULL,
  V0S_ind = NULL,
  V1S_ind = NULL,
  sigma2S = NULL,
  cov_sign = c("unrestricted", "nonnegative"),
  overlap_mode = c("generic", "overlap_aware")
)

Arguments

N0	Wave 0 workforce size.
N1	Wave 1 workforce size.
V0_bar	Variance of the wave-0 mean.
V1_bar	Variance of the wave-1 mean.
nS	Number of stayers (optional, for overlap-aware bounds).
V0S_ind	Stayer individual-level variance at wave 0 (optional).
V1S_ind	Stayer individual-level variance at wave 1 (optional).
sigma2S	Pooled individual-level stayer variance (optional).
cov_sign	Covariance sign restriction: "unrestricted" or "nonnegative".
overlap_mode	Whether to use generic bounds or overlap-aware tightening.

Value

A list with covariance and variance bounds and associated metadata.

wavecov documentation built on Nov. 3, 2026, 5:07 p.m.