svrVar: Compute variance from replicates

In bschneidr/fastsurvey: Analysis of Complex Survey Samples

Compute variance from replicates

Description

Compute an appropriately scaled empirical variance estimate from replicates. The mse argument specifies whether the sums of squares should be centered at the point estimate (mse=TRUE) or the mean of the replicates. It is usually taken from the mse component of the design object.

Usage

svrVar(thetas, scale, rscales, na.action=getOption("na.action"), 
  mse=getOption("survey.replicates.mse"),coef)

Arguments

thetas	matrix whose rows are replicates (or a vector of replicates)
scale	Overall scaling factor
rscales	Scaling factor for each squared deviation
na.action	How to handle replicates where the statistic could not be estimated
mse	if TRUE, center at the point estimated, if FALSE center at the mean of the replicates
coef	The point estimate, required only if mse==TRUE

Value

covariance matrix.

See Also

svrepdesign, as.svrepdesign, brrweights, jk1weights, jknweights

bschneidr/fastsurvey documentation built on March 13, 2024, 11:12 a.m.