control_inf constructs a list with all necessary control parameters
for statistical inference.
Usage
control_inf(
var_method = c("analytic", "bootstrap"),
rep_type = c("subbootstrap", "auto", "JK1", "JKn", "BRR", "bootstrap", "mrbbootstrap",
"Fay"),
vars_selection = FALSE,
vars_combine = FALSE,
bias_correction = FALSE,
num_boot = 100,
alpha = 0.05,
cores = 1,
keep_boot = TRUE,
nn_exact_se = FALSE
)Arguments
- var_method
the variance method (default
"analytic"). Note that the doubly robust analytic variance is derived under the logistic propensity model (Chen, Li & Wu 2020, Theorem 2); for the"probit"and"cloglog"selection links it is a conservative approximation (it tends to over-estimate the standard error and can be numerically unstable when fitted propensities approach 1), sovar_method = "bootstrap"is recommended for doubly robust inference with those links.- rep_type
the replication type for weights in the bootstrap method for variance estimation passed to
survey::as.svrepdesign(). Default is"subbootstrap".- vars_selection
logical scalar (default
FALSE); ifTRUE, then the variables selection model is used.- vars_combine
logical scalar indicating whether variables should be combined after variable selection for doubly robust estimators (default
FALSE)- bias_correction
logical scalar (default
FALSE); ifTRUE, the doubly-robust mean is estimated by jointly solving the Yang-Kim-Song (2020) eq. (9) system in(theta, beta). Whenvars_selection = FALSEthis gives the low-dimensional Kim & Haziza (2014) joint estimator; whenvars_selection = TRUEandvars_combine = TRUEit gives the high-dimensional two-step Yang-Kim-Song estimator. Asvydesignargument is required (joint estimation needs individual-level probability sample data).- num_boot
the number of iteration for bootstrap algorithms.
- alpha
significance level (default 0.05).
- cores
the number of cores in parallel computing (default 1).
- keep_boot
a logical value indicating whether statistics from bootstrap should be kept (default
TRUE)- nn_exact_se
a logical value indicating whether to compute the exact standard error estimate for
nnorpmmestimator. The variance estimator for estimation based onnnorpmmcan be decomposed into three parts, with the third computed using covariance between imputed values for units in the probability sample using predictive matches from the non-probability sample. In most situations this term is negligible and is very computationally expensive so by default it is set toFALSE, but the recommended option is to set this value toTRUEbefore submitting the final results.
See also
nonprob() – for fitting procedure with non-probability samples.
