R/errorsINseveral.R

In jhmaindonald/DAAG: Data Analysis and Graphics Data and Functions

  errorsINseveral <-
function(n=1000, a0=2.5, beta=c(1.5,0), mu=12.5, SDyerr=0.5,
           default.Vpar=list(SDx=2, rho=-0.5, timesSDx=1.5),
           V=with(default.Vpar, matrix(c(1,rho,rho,1), ncol=2)*SDx^2),
           xerrV=with(default.Vpar, matrix(c(1,0,0,0), ncol=2)*(SDx*timesSDx)^2),
           parset=NULL, print.summary=TRUE, plotit=TRUE){
    m <- dim(V)[1]
    if(length(mu)==1)mu <- rep(mu,m)
    ow <- options(warn=-1)
    xxmat <- sweep(matrix(rnorm(m*n, 0, 1), ncol=m) %*% chol(V), 2, mu, "+")
    err12mat <- matrix(rnorm(m*n, 0, 1), ncol=m) %*% chol(xerrV, pivot=TRUE)
    options(ow)
    dimnames(xxmat)[[2]] <- paste("x", 1:m, sep="")
    xxWITHerr <- xxmat+err12mat
    xxWITHerr <- data.frame(xxWITHerr)
    names(xxWITHerr) <- paste("xWITHerr", 1:m, sep="")
    xxWITHerr[, "y"] <- a0 + xxmat %*% matrix(beta,ncol=1) + rnorm(n, sd=SDyerr)
    err.lm <- lm(y ~ ., data=xxWITHerr)
    xx <- data.frame(xxmat)
    names(xx) <- paste("x", 1:m, sep="")
    xx$y <- xxWITHerr$y
    xx.lm <- lm(y ~ ., data=xx)
    B <- coef(err.lm)
    b <- coef(xx.lm)
    SE <- summary(err.lm)$coef[,2]
    se <- summary(xx.lm)$coef[,2]
    if(print.summary){
      beta0 <- c(mean(xx$y)-sum(beta*apply(xx[,1:m],2,mean)), beta)
      tab <- rbind(beta0, b, B)
      dimnames(tab) <- list(c("Values for simulation",
                              "Estimates: no error in x1",
                              "LS Estimates: error in x1"),
                            c("Intercept", paste("b", 1:m, sep="")))
      tabSE <- rbind(rep(NA,m+1),se,SE)
      rownames(tabSE) <- rownames(tab)
      colnames(tabSE) <- c("SE(Int)", paste("SE(", colnames(tab)[-1],")", sep=""))
      tab <- cbind(tab,tabSE)
      print(round(tab,3))
    }
    if(m==2 & print.summary){
      tau <- default.Vpar$timesSDx
      s1 <- sqrt(V[1,1])
      s2 <- sqrt(V[2,2])
      rho <- default.Vpar$rho
      s12 <- s1*sqrt(1-rho^2)
      lambda <- (1-rho^2)/(1-rho^2+tau^2)
      gam12 <- rho*sqrt(V[1,1]/V[2,2])
      expB2 <- beta[2]+beta[1]*(1-lambda)*gam12
      print(c("Theoretical attenuation of b1" = lambda, "Theoretical b2" = expB2))
    }
    if(is.null(parset))parset <- simpleTheme(col=c("gray40","gray40"),
                                             col.line=c("black","black"))
    if(plotit){
      zhat <- fitted(xx.lm)
      xhat <- fitted(err.lm)
      plt <- lattice::xyplot(xhat ~ zhat, aspect=1, scales=list(tck=0.5),
                    panel=function(x,y,...){
                      lattice::panel.xyplot(x,y,type="p",...)
                      lattice::panel.abline(lm(y ~ x), lty=2)
                      lattice::panel.abline(0,1)
                    },
                    xlab="Fitted values; regress on exact z",
                    ylab="Fitted values; regress on x = xWITHerr",
                    key=list(space="top", columns=2,
                      text=list(lab=c("Line y=x", "Regression fit to points")),
                      lines=list(lty=1:2)),
                    par.settings=parset
                    )
      print(plt)}
    invisible(list(ERRfree=xx, addedERR=xxWITHerr))
  }