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Diagnostic plots for fitted regression model, i.e., objects of
class svyreg_rob
Robust regression: If the estimated regression scale (by default weighted MAD) is zero (or nearly so), the weighted IQR is tried instead. If the weighted IQR ist also zero, the function returns with an error.
Function mer()
for minimum estimated risk estimation
of location gained two new arguments:
method
: the method used in the search for a minimum,
e.g., "Brent"
, "BFGS"
, see
stats::optim()
for more detailsinit
determines the left side of the search interval
and the initial value in the minimization approachFunction mse()
computes/ extracts the estimated mean
square error/ estimated risk in presence of representative outliers; see
also mer()
Robust generalized regression estimation (GREG) of the mean and
total; see svymean_reg()
and svytotal_reg()
.
The current implementation of the functions is
EXPERIMENTAL and a warning is issued when calling the
functions (unless verbose = FALSE
). Experimental features
may:
svyreg_huberM()
and svyreg_tukeyM()
; the old
functions svyreg_huber()
and svyreg_tukey()
are deprecated but are kept for compatibility reasons.inst/doc
and test cases
in tests
have been updatedk_Inf
is now 1e06
not 1e05
; see function
svyreg_control()
).For designs with unequal probability sampling, the variance estimates
of the robust estimators of mean and total are now identical with the
estimates of survey::svymean()
and
survey::svytotal()
if the tuning constant is
k = Inf
or LB = 0
and UB = 1
Added DOI
to all references (where available).
svyreg_huberGM()
svyreg_tukey()
and svyreg_tukeyGM()
k
winsorized mean and total; see
weighted_mean_k_winsorized()
and
svymean_k_winsorized()
weighted_mean_dalen()
and svymean_dalen()
huber2()
counties
, flour
,
losdata
, and MU284strat
The original C implementation of wquantile
was buggy
(with implications for the R function weighted_quantile()
and also the iterative re-weighted least squares algorithm). The new C
implementation of wquantile
is sound.
Argument type = "rwm"
of
weighted_mean_huber()
is not used anymore (deprecated);
instead, the type is now called "rhj"
.