IPW (MLE) on the Kim et al. (2021) DGP

Inverse probability weighting (MLE) on the data-generating process from Kim, Park, Chen & Wu (2021), JRSSA 184(3). The DGP draws x ~ N(2, 1) and three outcomes constructed so that all three have theoretical population mean 5. The non-probability sample oversamples the lower tail of x (70% from strata == TRUE, 30% from strata == FALSE).

nonprobsvy version: 0.3.0  |  R: 4.6.0  |  run: 2026-05-24 08:12:39  |  commit: 4b2ba9a

target_var var_method num_boot alpha n_reps bias rmse mc_se mean_se coverage ci_width
y1 analytic NA 0.05 500 -0.026 0.105 0.005 0.110 0.956 0.432
y1 bootstrap 200 0.05 500 -0.026 0.105 0.005 0.112 0.952 0.440
y2 analytic NA 0.05 500 -0.012 0.081 0.004 0.084 0.952 0.331
y2 bootstrap 200 0.05 500 -0.012 0.081 0.004 0.086 0.958 0.336
y3 analytic NA 0.05 500 -0.025 0.125 0.005 0.129 0.948 0.506
y3 bootstrap 200 0.05 500 -0.025 0.125 0.005 0.132 0.952 0.517

Notes

  • y1 = 1 + 2 x + e is linear in x — the propensity model is correctly specified for this outcome.
  • y2 = 3 + x + 2 e is also linear in x but with a different scale.
  • y3 = 2.5 + 0.5 x^2 + e is non-linear in x. The propensity adjustment still corrects the design bias, but residual coverage behaviour can differ — see the rows.

Source: ncn-foreigners/software-tutorials/codes/2021-kim-et-al-jrssa.R.