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

Quantlet: 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
su2 the variance of the measurement error
Output:
beta vector, the estimate
bv matrix, the variance of the estimate

Example:

library("xplore")

library("eiv")

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:

Contents of beta

[1,]  -2.7659

[2,]    1.531

[3,]  0.96504

Contents of bv

[1,]  0.49574 -0.68988 -0.24432

[2,] -0.68988   1.7197  0.06315

[2,] -0.24432  0.06315  0.33938


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, 21.9.2000