Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: eiv
See also: simex

Macro: reca
Description: RECA (REgression CAlibration) is a method in which replacing the unobserved x by its expected value E(x|w,z) and then to perform a standard analysis.

Link:
Usage: {beta,bv} = reca(y,w,z,su2)
Input:
y n x 1 matrix, the design variables
w n x 1 matrix,
z n x 1 matrix,
Output:
su2
beta vector, the estimate
bv matrix, the variance of the estimate

Example:
library("eiv")
library("xplore")
n=100
randomize(n)
y=floor(uniform(n)+0.25)
w=uniform(n)^2
z=floor(uniform(n)+0.4)
su2=var(w)/4
res=reca(y,w,z,su2)
res.beta
res.bv
Result:
res.beta=(-3.0804, -0.33574)
res.bv=(0.77973, -0.21232
-0.21232, 0.18033)

Library: eiv
See also: simex

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Hua Liang, 970828
(C) MD*TECH Method and Data Technologies, 28.6.1999