.coef_mahal_stat

Computes the Mahalanobis distance between two coefficient vectors
using a supplied precision matrix.

internal

Provides diagnostic tests for assessing the informativeness of survey weights in regression models. Implements difference-in-coefficients tests (Hausman 1978 <doi:10.2307/1913827>; Pfeffermann 1993 <doi:10.2307/1403631>), weight-association tests (DuMouchel and Duncan 1983 <doi:10.2307/2288185>; Pfeffermann and Sverchkov 1999 <https://www.jstor.org/stable/25051118>; Pfeffermann and Sverchkov 2003 <ISBN:9780470845672>; Wu and Fuller 2005 <https://www.jstor.org/stable/27590461>), estimating equations tests (Pfeffermann and Sverchkov 2003 <ISBN:9780470845672>), and non-parametric permutation tests. Includes simulation utilities replicating Wang et al. (2023 <doi:10.1111/insr.12509>) and extensions.

Corbin Lubianski

svytest

Survey Weight Diagnostic Tests

.coef_mahal_stat function

<dl><dt>beta</dt>
<dd>Estimated coefficient vector.</dd>
<dt>beta0</dt>
<dd>Baseline coefficient vector.</dd>
<dt>XtX</dt>
<dd>Precision matrix (X'X).</dd></dl>

Arguments

Internal helper: Mahalanobis coefficient distance — .coef_mahal_stat

<dl>

<dt>beta</dt>
<dd>Estimated coefficient vector.</dd>


<dt>beta0</dt>
<dd>Baseline coefficient vector.</dd>


<dt>XtX</dt>
<dd>Precision matrix (X'X).</dd>

</dl>

.coef_mahal_stat: Internal helper: Mahalanobis coefficient distance

Description

Usage

Value

Arguments