diag_fit_reg_rwgt_single: Obtain estimates for GLM of OLS under reweighting of one...
In shamindras/maars: Tidy Inference Under Misspecified Statistical Models in R

Description Usage Arguments Details Value Examples

diag_fit_reg_rwgt_single provides estimate for GLM and OLS under reweighting of one regressor. The function returns a set of estimates for each bootstrapped data set and each center of reweighting.

diag_fit_reg_rwgt_single(
  mod_fit,
  term_to_rwgt,
  boot_samples,
  term_to_rwgt_centers
)

`mod_fit`	An object of class `lm` or `glm` to fit on the data. This object should contain the formula, the data, and, in case of `glm`, the family.
`term_to_rwgt`	A character corresponding to the regressor to be reweighted.
`boot_samples`	A list of bootstrapped data sets. Each data set in the column "data" must include a column "n_obs" which contains the order of each observation as in the original data.
`term_to_rwgt_centers`	A vector of numeric values corresponding to the centers used for the reweighting.

The GLM or OLS model extracted from mod_fit is fitted on each bootstrapped data set in boot_samples under the reweighting of every reweighting center in term_to_rwgt_centers of the regressor specified by term_to_rwgt. The weight for the j-th regressor with center c_{k}(j) and the i-th observation is proportional to \exp\{-(X(j)_i - X(j))^2 / (2 * \hat{σ}(X(j))))\} where \hat{σ} is the standard deviation of X(j).

A tibble containing the number of the bootstrapped data set (b), the value of the reweighting centers (term_rwgt_center), and estimates of the regression coefficients (term and estimate).

## Not run: 
set.seed(12323)
# Get OLS estimates under reweighting of regressor X1
n <- 1e3
X1 <- stats::rnorm(n, 0, 1)
X2 <- stats::rnorm(n, 0, 3)
y <- 2 + X1 + X2 * 0.3 + stats::rnorm(n, 0, 1)
reg_df <- tibble::tibble(y = y, X1 = X1, X2 = X2, n_obs = 1:length(X1))
mod_fit <- stats::lm(y ~ X1 + X2, reg_df)
boot_samples <- comp_boot_emp_samples(reg_df, B = 100)
ols_rwgt_X1 <- diag_fit_reg_rwgt_single(mod_fit, "X1", boot_samples, c(-1, 0, 1, 2))

# Display the output
print(ols_rwgt_X1)

## End(Not run)