getOptimalWeights: An Estimator for "Optimal" Weight Selection

In DylanSpicker/rcalibration: Implements Generalized Regression Calibration (and Related) Estimators for Measurement Error Correction.

Description

This function returns the "optimal" weights for a set of unbiased proxies for the truth. The optimality condition is based on the minimization of the MSE, using the weighted proxy as an estimator for the true covariate.

Usage

getOptimalWeights(W, ...)

Arguments

W	A list of length 'k' containing matrices of error-prone proxy measurements of the covariate. Matrices should all be n (observations) x p (dimension of covariates).

Value

A list containing $weights, the optimally computed weights, as well as $M_j, the error-covariance structure matrix.

See Also

[rcalibration::getMj()] which this function calls for the $Mj return, [rcalibration::generalizedRC()] which uses these weights

Examples

getOptimalWeights(W)

DylanSpicker/rcalibration documentation built on March 8, 2020, 10:38 a.m.