Wald_trans.Wald_robust {cta} | R Documentation |
Constructs non-transformed and transformed (if the
transformation g
is specified) Wald confidence intervals (CIs) for estimands in contingency tables subject to equality constraints.
Wald_trans.Wald_robust(y, strata, fixed.strata, h0.fct, h0.fct.deriv,
S0.fct, S0.fct.deriv, max.mph.iter, step,
change.step.after, y.eps, iter.orig, norm.diff.conv,
norm.score.conv, max.score.diff.iter, cut.off,
S.space.H0, trans.g, trans.g.deriv, trans.g.inv,
adj.epsilon, iter.robust.max, iter.robust.eff)
y |
Observed table counts in the contingency table(s), in vector form. |
strata |
Vector of the same length as |
fixed.strata |
The object that gives information on which stratum (strata) has (have) fixed sample sizes. |
h0.fct |
The constraint function |
h0.fct.deriv |
The R function object that computes analytic derivative of the
transpose of the constraint function |
S0.fct |
The estimand function |
S0.fct.deriv |
The R function object that computes analytic derivative of
the estimand function |
max.mph.iter , step , change.step.after , y.eps , iter.orig , norm.diff.conv , norm.score.conv , max.score.diff.iter |
The parameters used in |
cut.off |
|
S.space.H0 |
Restricted estimand space of |
trans.g |
The transformation |
trans.g.deriv |
The derivative function of the transformation |
trans.g.inv |
|
adj.epsilon , iter.robust.max , iter.robust.eff |
The parameters used in the robustifying procedure. |
Wald_trans.Wald_robust
returns a list, which includes two objects. The first object is
either a 1
-by-2
matrix which displays two endpoints of the non-transformed Wald confidence interval, if the
transformation g
is not specified;
or a 2
-by-2
matrix, whose first row displays two endpoints of the non-transformed Wald confidence interval, and whose second row displays two endpoints of the transformed Wald confidence interval, if the transformation g
is specified.
For the second object, it includes the warning message that occurs during construction of the confidence
interval(s) if the robustifying procedure is evoked: "Wald.CI: Adjustment used. Not on original data.\n"
, or "Wald.CI and trans.Wald.CI: Adjustment used. Not on original data.\n"
. If the robustifying procedure is not evoked, the second object is NULL
.
Qiansheng Zhu
Zhu, Q. (2020) "On improved confidence intervals for parameters of discrete distributions." PhD dissertation, University of Iowa.
Wald_trans.Wald_nr
, f.psi
, ci.table