survey (version 3.31-2)

withReplicates: Compute variances by replicate weighting

Description

Given a function or expression computing a statistic based on sampling weights, withReplicates evaluates the statistic and produces a replicate-based estimate of variance.

Usage

withReplicates(design, theta,..., return.replicates=FALSE)
"withReplicates"(design, theta, rho = NULL, ...,  scale.weights=FALSE, return.replicates=FALSE)
"withReplicates"(design, theta,  ...,  return.replicates=FALSE)
"withReplicates"(design, theta,  ...,  return.replicates=FALSE)

Arguments

design

A survey design with replicate weights (eg from svrepdesign) or a suitable object with replicate parameter estimates

theta

A function or expression: see Details below

rho

If design uses BRR weights, rho optionally specifies the parameter for Fay's variance estimator.

...

Other arguments to theta

scale.weights

Divide the probability weights by their sum (can help with overflow problems)

return.replicates

Return the replicate estimates as well as the variance?

Value

If return.replicates=FALSE, the weighted statistic, with the variance matrix as the "var" attribute. If return.replicates=TRUE, a list with elements theta for the usual return value and replicates for the replicates.

Details

The method for svyrep.design objects evaluates a function or expression using the sampling weights and then each set of replicate weights. The method for svrepvar objects evaluates the function or expression on an estimated population covariance matrix and its replicates, to simplify multivariate statistics such as structural equation models.

For the svyrep.design method, if theta is a function its first argument will be a vector of weights and the second argument will be a data frame containing the variables from the design object. If it is an expression, the sampling weights will be available as the variable .weights. Variables in the design object will also be in scope. It is possible to use global variables in the expression, but unwise, as they may be masked by local variables inside withReplicates.

For the svrepvar method a function will get the covariance matrix as its first argument, and an expression will be evaluated with .replicate set to the variance matrix.

For the svrepstat method a function will get the point estimate, and an expression will be evaluated with .replicate set to each replicate. The method can only be used when the svrepstat object includes replicates.

See Also

svrepdesign, as.svrepdesign, svrVar

Examples

data(scd)
repweights<-2*cbind(c(1,0,1,0,1,0), c(1,0,0,1,0,1), c(0,1,1,0,0,1),
c(0,1,0,1,1,0))
scdrep<-svrepdesign(data=scd, type="BRR", repweights=repweights)

a<-svyratio(~alive, ~arrests, design=scdrep)
print(a$ratio)
print(a$var)
withReplicates(scdrep, quote(sum(.weights*alive)/sum(.weights*arrests)))
withReplicates(scdrep, function(w,data)
sum(w*data$alive)/sum(w*data$arrests))

data(api)
dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc)
rclus1<-as.svrepdesign(dclus1)
varmat<-svyvar(~api00+api99+ell+meals+hsg+mobility,rclus1,return.replicates=TRUE)
withReplicates(varmat, quote( factanal(covmat=.replicate, factors=2)$unique) )


data(nhanes)
nhanesdesign <- svydesign(id=~SDMVPSU, strata=~SDMVSTRA, weights=~WTMEC2YR, nest=TRUE,data=nhanes)
logistic <- svyglm(HI_CHOL~race+agecat+RIAGENDR, design=as.svrepdesign(nhanesdesign),
family=quasibinomial, return.replicates=TRUE)
fitted<-predict(logistic, return.replicates=TRUE, type="response")
sensitivity<-function(pred,actual) mean(pred>0.1 & actual)/mean(actual)
withReplicates(fitted, sensitivity, actual=logistic$y)

## Not run: 
# library(quantreg)
# data(api)
# ## one-stage cluster sample
# dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc)
# ## convert to bootstrap
# bclus1<-as.svrepdesign(dclus1,type="bootstrap", replicates=100)
# 
# ## median regression
# withReplicates(bclus1, quote(coef(rq(api00~api99, tau=0.5, weights=.weights))))
# ## End(Not run)