logistic_power: Test of Tests Logistic Power

In diff-priv-ht/nonpmRegPkg: Implementation of Functions for "Test of Tests"

Test of Tests Logistic Power

Description

Simulate a p-value computation for logistic regression many times and compute the power. The design matrix is regenerated for each simulation.

Usage

logistic_power(nsims, n, p, groups, epsilon, effect_size, M, theta_0, alpha)

Arguments

nsims	Number of simulations.
n	Number of observations (number of rows of the design matrix)
p	Number of parameters (number of columns of the design matrix). Includes the intercept.
groups	A vector with the group number of each observation.
epsilon	The privacy parameter.
effect_size	The quotient of the parameter of interest (beta) and the standard deviation of the noise (sigma).
M	The number of subsamples when computing p-value.
theta_0	The threshold.
alpha	The significance level.

Value

Will return a vector of p-values.

diff-priv-ht/nonpmRegPkg documentation built on Feb. 6, 2023, 5:22 p.m.