jointCalib (version 0.1.0)

joint_calib: Function for the joint calibration of totals and quantiles

Description

joint_calib allows joint calibration of totals and quantiles. It provides a user-friendly interface that includes the specification of variables in formula notation, a vector of population totals, a list of quantiles, and a variety of backends and methods.

Usage

joint_calib(
  formula_totals = NULL,
  formula_quantiles = NULL,
  data = NULL,
  dweights = NULL,
  N = NULL,
  pop_totals = NULL,
  pop_quantiles = NULL,
  subset = NULL,
  backend = c("sampling", "laeken", "survey", "ebal", "base"),
  method = c("raking", "linear", "logit", "sinh", "truncated", "el", "eb"),
  bounds = c(0, 10),
  maxit = 50,
  tol = 1e-08,
  eps = .Machine$double.eps,
  control = control_calib(),
  ...
)

Value

Returns a list with containing:

• g -- g-weight that sums up to sample size,

• Xs -- matrix used for calibration (i.e. Intercept, X and X_q transformed for calibration of quantiles),

• totals -- a vector of totals (i.e. N, pop_totals and pop_quantiles),

• method -- selected method,

• backend -- selected backend.

Arguments

formula_totals

a formula with variables to calibrate the totals,

formula_quantiles

a formula with variables for quantile calibration,

data

a data.frame with variables,

dweights

initial d-weights for calibration (e.g. design weights),

N

population size for calibration of quantiles,

pop_totals

a named vector of population totals for formula_totals. Should be provided exactly as in survey package (see survey::calibrate),

pop_quantiles

a named list of population quantiles for formula_quantiles or an newsvyquantile class object (from survey::svyquantile function),

subset

a formula for subset of data,

backend

specify an R package to perform the calibration. Only sampling, laeken, survey, ebal or base are allowed,

method

specify method (i.e. distance function) for the calibration. Only raking, linear, logit, sinh, truncated, el (empirical likelihood), eb (entropy balancing) are allowed,

bounds

a numeric vector of length two giving bounds for the g-weights,

maxit

a numeric value representing the maximum number of iterations,

tol

the desired accuracy for the iterative procedure (for sampling, laeken, ebal, el) or tolerance in matching population total for survey::grake (see help for survey::grake)

eps

the desired accuracy for computing the Moore-Penrose generalized inverse (see MASS::ginv())

control

a list of control parameters (currently only for joint_calib_create_matrix)

...

arguments passed either to sampling::calib, laeken::calibWeights, survey::calibrate or optim::constrOptim

Author

Maciej Beręsewicz

References

Beręsewicz, M., and Szymkowiak, M. (2023). A note on joint calibration estimators for totals and quantiles Arxiv preprint https://arxiv.org/abs/2308.13281

Deville, J. C., and Särndal, C. E. (1992). Calibration estimators in survey sampling. Journal of the American statistical Association, 87(418), 376-382.

Harms, T. and Duchesne, P. (2006). On calibration estimation for quantiles. Survey Methodology, 32(1), 37.

Wu, C. (2005) Algorithms and R codes for the pseudo empirical likelihood method in survey sampling, Survey Methodology, 31(2), 239.

Zhang, S., Han, P., and Wu, C. (2023) Calibration Techniques Encompassing Survey Sampling, Missing Data Analysis and Causal Inference, International Statistical Review 91, 165–192.

Haziza, D., and Lesage, É. (2016). A discussion of weighting procedures for unit nonresponse. Journal of Official Statistics, 32(1), 129-145.

See Also

sampling::calib() -- for standard calibration.

laeken::calibWeights() -- for standard calibration.

survey::calibrate() -- for standard and more advanced calibration.

ebal::ebalance() -- for standard entropy balancing.

Examples

## generate data based on Haziza and Lesage (2016)
set.seed(123)
N <- 1000
x <- runif(N, 0, 80)
y <- exp(-0.1 + 0.1*x) + rnorm(N, 0, 300)
p <- rbinom(N, 1, prob = exp(-0.2 - 0.014*x))
probs <- seq(0.1, 0.9, 0.1)
quants_known <- list(x=quantile(x, probs))
totals_known <- c(x=sum(x))
df <- data.frame(x, y, p)
df_resp <- df[df$p == 1, ]
df_resp$d <- N/nrow(df_resp)
y_quant_true <- quantile(y, probs)
## standard calibration for comparison
result0 <- sampling::calib(Xs = cbind(1, df_resp$x),
                           d = df_resp$d,
                           total = c(N, totals_known),
                           method = "linear")

y_quant_hat0 <- laeken::weightedQuantile(x = df_resp$y,
                                         probs = probs,
                                         weights = result0*df_resp$d)
x_quant_hat0 <- laeken::weightedQuantile(x = df_resp$x,
                                         probs = probs,
                                         weights = result0*df_resp$d)

## example 1: calibrate only quantiles (deciles)
result1 <- joint_calib(formula_quantiles = ~x,
                       data = df_resp,
                       dweights = df_resp$d,
                       N = N,
                       pop_quantiles = quants_known,
                       method = "linear",
                       backend = "sampling")
## estimate quantiles
y_quant_hat1 <- laeken::weightedQuantile(x = df_resp$y,
                                         probs = probs,
                                         weights = result1$g*df_resp$d)
x_quant_hat1 <- laeken::weightedQuantile(x = df_resp$x,
                                         probs = probs,
                                         weights = result1$g*df_resp$d)

## compare with known
data.frame(standard = y_quant_hat0, est=y_quant_hat1, true=y_quant_true)

## example 2: calibrate with quantiles (deciles) and totals
result2 <- joint_calib(formula_totals = ~x,
                       formula_quantiles = ~x,
                       data = df_resp,
                       dweights = df_resp$d,
                       N = N,
                       pop_quantiles = quants_known,
                       pop_totals = totals_known,
                       method = "linear",
                       backend = "sampling")
## estimate quantiles
y_quant_hat2 <- laeken::weightedQuantile(x = df_resp$y,
                                         probs = probs,
                                         weights = result2$g*df_resp$d)
x_quant_hat2 <- laeken::weightedQuantile(x = df_resp$x,
                                         probs = probs,
                                         weights = result2$g*df_resp$d)

## compare with known
data.frame(standard = y_quant_hat0, est1=y_quant_hat1,
           est2=y_quant_hat2, true=y_quant_true)

## example 3: calibrate wigh quantiles (deciles) and totals with
## hyperbolic sinus (sinh) and survey package

result3 <- joint_calib(formula_totals = ~x,
                       formula_quantiles = ~x,
                       data = df_resp,
                       dweights = df_resp$d,
                       N = N,
                       pop_quantiles = quants_known,
                       pop_totals = totals_known,
                       method = "sinh",
                       backend = "survey")

## estimate quantiles
y_quant_hat3 <- laeken::weightedQuantile(x = df_resp$y,
                                         probs = probs,
                                         weights = result3$g*df_resp$d)
x_quant_hat3 <- laeken::weightedQuantile(x = df_resp$x,
                                         probs = probs,
                                         weights = result3$g*df_resp$d)

## example 4: calibrate wigh quantiles (deciles) and totals with ebal package
result4 <- joint_calib(formula_totals = ~x,
                       formula_quantiles = ~x,
                       data = df_resp,
                       dweights = df_resp$d,
                       N = N,
                       pop_quantiles = quants_known,
                       pop_totals = totals_known,
                       method = "eb",
                       backend = "ebal")

## estimate quantiles
y_quant_hat4 <- laeken::weightedQuantile(x = df_resp$y,
                                         probs = probs,
                                         weights = result4$g*df_resp$d)
x_quant_hat4 <- laeken::weightedQuantile(x = df_resp$x,
                                         probs = probs,
                                         weights = result4$g*df_resp$d)

## compare with known
data.frame(standard = y_quant_hat0,
           est1=y_quant_hat1,
           est2=y_quant_hat2,
           est3=y_quant_hat3,
           est4=y_quant_hat4,
           true=y_quant_true)
## compare with known X
data.frame(standard = x_quant_hat0,
           est1=x_quant_hat1,
           est2=x_quant_hat2,
           est3=x_quant_hat3,
           est4=x_quant_hat4,
           true = quants_known$x)