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 + eis linear inx— the propensity model is correctly specified for this outcome.y2 = 3 + x + 2 eis also linear inxbut with a different scale.y3 = 2.5 + 0.5 x^2 + eis non-linear inx. 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.