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Shared bootstrap variance helpers

Source: R/shared_bootstrap.R
bootstrap_variance.Rd

Internal helpers to estimate the variance of a scalar estimator via bootstrap resampling (IID data) or bootstrap replicate weights (survey designs). Designed to be reused across NMAR engines.

Usage

bootstrap_variance(data, estimator_func, point_estimate, ...)

Arguments

data

A data.frame or a survey.design.

estimator_func

Function returning an object with a numeric scalar component y_hat and an optional logical component converged.

point_estimate

Numeric scalar; used for survey bootstrap variance (passed to survey::svrVar() as coef).

...

Additional arguments. Some are consumed by bootstrap_variance() itself (for example resample_guard for IID bootstrap or bootstrap_settings/bootstrap_options/bootstrap_type/bootstrap_mse for survey bootstrap); remaining arguments are forwarded to estimator_func.

Details

  • For data.frame inputs, performs IID bootstrap by resampling rows and rerunning estimator_func on each resample, then computing the empirical variance of the replicate estimates.

  • For survey.design inputs, converts the design to a bootstrap replicate-weight design with svrep::as_bootstrap_design(), evaluates estimator_func on each replicate weight vector (by injecting the replicate analysis weights into a copy of the input design), and passes the resulting replicate estimates and replicate scaling factors to survey::svrVar().

estimator_func is typically an engine-level estimator (for example the EL engine) and is called with the same arguments used for the point estimate, except that the data argument is replaced by the resampled data (IID) or a replicate-weighted survey.design (survey). Arguments reserved for the bootstrap implementation are stripped from ... before forwarding.

Bootstrap-specific options

resample_guard

IID bootstrap only. A function function(indices, data) that returns TRUE to accept a resample and FALSE to reject it.

bootstrap_settings

Survey bootstrap only. A list of arguments forwarded to svrep::as_bootstrap_design().

bootstrap_options

Alias for bootstrap_settings.

bootstrap_type

Shortcut for the type argument to svrep::as_bootstrap_design().

bootstrap_mse

Shortcut for the mse argument to svrep::as_bootstrap_design().

Progress Reporting

If the optional progressr package is installed, bootstrap calls signal progress via a progressr::progressor inside progressr::with_progress(). Users control whether progress is shown (and how) by registering handlers with progressr::handlers(). When progressr is not installed or no handlers are active, bootstrap runs silently. Progress reporting is compatible with all future backends.

Reproducibility

For reproducible bootstrap results, always set a seed before calling the estimation function:


  set.seed(123)  # Set seed for reproducibility
  result <- nmar(Y ~ X, data = df,
                 engine = el_engine(variance_method = "bootstrap",
                                    bootstrap_reps = 500))

The future framework (via future.seed = TRUE in future.apply::future_lapply()) ensures that each bootstrap replicate uses an independent L'Ecuyer-CMRG random number stream derived from this seed. This gives reproducible results across supported future backends (sequential, multisession, cluster, and so on).