d_efficiency: D-efficiency calculation for a supplied model matrix

In taalbrecht/MultiEqOptimizer: Optimal Design for Multiple Linear and Discrete Choice Models

Description

Calculates the d-efficiency of a supplied data frame of input variables based on a supplied formula and the ratio of the d-efficiency to the optimal d-efficiency. Model matrix is standardized by the function.

Usage

d_efficiency(CurrentMatrix, det_ref, input_formula, Input_range)

Arguments

CurrentMatrix	Data frame with column for each basic variable contained in the input formula.
det_ref	Reference optimal d-efficiency for calculating the d-efficiency ratio.
input_formula	Formula to be used for model matrix creation
Input_range	Range of basic input variables in the input data frame. Column names must match input_formula term names. Format is a matrix or data frame with column in Input_range matching each column name in CurrentMatrix, minimum value in first row, and maximum value in second row.

Value

A vector is returned containing:

d_eff	Ratio of the d-efficiency of the supplied model to the optimal model, (det(M'M)/det_ref)^(1/k) where M is the supplied model matrix of the supplied model and det_ref is the supplied optimal information matrix determinant
vcov	Variance covariance matrix.

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (CurrentMatrix, det_ref, input_formula, Input_range)
{
    CurrentMatrix <- data.frame(CurrentMatrix)
    modelmat <- model.matrix(input_formula, data = CurrentMatrix)
    modelmat <- standardize_cols(modelmat, colnames(modelmat[,
        2:ncol(modelmat)]), Input_range = Input_range)
    det_calc <- det(t(modelmat) %*% modelmat)
    if (det_calc < 0) {
        det_calc <- 0
    }
    d_eff <- ((det_calc/det_ref)^(1/(ncol(modelmat))))
    returnvect <- c(d_eff, det_calc)
    names(returnvect) <- c("D efficiency", "Info Matrix Determinant")
    return(returnvect)
  }

taalbrecht/MultiEqOptimizer documentation built on May 31, 2019, 12:51 a.m.