Package 'robsurvey'

Package Overview

Description

A key design pattern of the package is that the majority of the estimating methods is available in two "flavors":

• bare-bone methods

• survey methods

Bare-bone methods are stripped-down versions of the survey methods in terms of functionality and informativeness. These functions may serve users and package developers as building blocks. In particular, bare-bone functions cannot compute variances.

The survey methods are much more capable and depend, for variance estimation, on the survey package.

Basic Robust Estimators

Trimming

• Bare-bone methods: weighted_mean_trimmed and weighted_total_trimmed

• Survey methods: svymean_trimmed and svytotal_trimmed

Winsorization

• Bare-bone methods:

  • weighted_mean_winsorized and weighted_total_winsorized

  • weighted_mean_k_winsorized and weighted_total_k_winsorized

• Survey methods:

  • svymean_winsorized and svytotal_winsorized

  • svymean_k_winsorized and svytotal_k_winsorized

Dalen's estimators (weight reduction methods)

• Bare-bone methods: weighted_mean_dalen and weighted_total_dalen

• Survey methods: svymean_dalen and svytotal_dalen

M-estimators

• Bare-bone methods:

  • weighted_mean_huber and weighted_total_huber

  • weighted_mean_tukey and weighted_total_tukey

  • huber2 (weighted Huber Proposal 2 estimator)

• Survey methods:

  • svymean_huber and svytotal_huber

  • svymean_tukey and svytotal_tukey

  • mer (minimum estimated risk estimator)

Survey Regression (weighted least squares)

svyreg

Robust Regression and Ratio Estimation (weighted)

• Regression M-estimators: svyreg_huberM and svyreg_tukeyM

• Regression GM-estimators (Mallows and Schweppe): svyreg_huberGM and svyreg_tukeyGM

• Ratio M-estimators: svyratio_huber and svyratio_tukey

Note: The functions svyreg_huber and svyreg_tukey are deprecated, use instead svyreg_huberM and svyreg_tukeyM, respectively; see also robsurvey-deprecated.

Robust Generalized Regression (GREG) and Ratio Prediction of the Population Mean and Total

• Regression predictors: svymean_reg and svytotal_reg

• Ratio predictors: svymean_ratio and svytotal_ratio

Utility functions

• weighted_quantile and weighted_median

• weighted_mad and weighted_IQR

• weighted_mean and weighted_total

• weighted_line, weighted_median_line, and weighted_median_ratio

---

Utility Functions for Objects of Class svyreg_rob

Description

Methods and utility functions for objects of class svyreg_rob.

Usage

## S3 method for class 'svyreg_rob'
print(x, digits = max(3L, getOption("digits") - 3L), ...)

## S3 method for class 'svyreg_rob'
summary(object, mode = c("design", "model", "compound"),
        digits = max(3L, getOption("digits") - 3L), ...)

## S3 method for class 'svyreg_rob'
coef(object, ...)

## S3 method for class 'svyreg_rob'
vcov(object, mode = c("design", "model", "compound"), ...)

## S3 method for class 'svyreg_rob'
SE(object, mode = c("design", "model", "compound"), ...)

## S3 method for class 'svyreg_rob'
residuals(object, ...)

## S3 method for class 'svyreg_rob'
fitted(object, ...)

## S3 method for class 'svyreg_rob'
robweights(object)

## S3 method for class 'svyreg_rob'
plot(x, which = 1L:4L,
     hex = FALSE, caption = c("Standardized residuals vs. Fitted Values",
     "Normal Q-Q", "Response vs. Fitted values",
     "Sqrt of abs(Residuals) vs. Fitted Values"),
	 panel = if (add.smooth) function(x, y, ...) panel.smooth(x, y,
     iter = iter.smooth, ...) else points, sub.caption = NULL, main = "",
	 ask = prod(par("mfcol")) < length(which) && dev.interactive(), ...,
	 id.n = 3, labels.id = names(residuals(x)), cex.id = 0.75, qqline = TRUE,
	 add.smooth = getOption("add.smooth"), iter.smooth = 3,
	 label.pos = c(4, 2), cex.caption = 1, cex.oma.main = 1.25)

Arguments

x	object of class svyreg_rob.
digits	[integer] minimal number of significant digits.
...	additional arguments passed to the method.
object	object of class svyreg_rob.
mode	[character] mode of variance estimator: "design", "model" or "compound" (default: "design").
which	[integer] indicating which plots to be drawn; if a subset of the plots is required, you can specify a subset of the numbers 1:4.
hex	[logical] if TRUE, a hexagonally binned plot is shown in place of a scatterplot.
caption	[character] captions to appear above the plots; vector of valid graphics annotations. It can be set to "" or NA to suppress all captions.
panel	panel function. The useful alternative to points, panel.smooth can be chosen by add.smooth = TRUE.
sub.caption	[character] common title—above the figures if there are more than one; used as sub (s.title) otherwise. If NULL, as by default, a possible abbreviated version of deparse(x$call) is used.
main	[character] title to each plot—in addition to caption.
ask	[logical]; if TRUE, the user is asked before each plot, see par(ask=.).
id.n	[integer] number of points to be labelled in each plot, starting with the most extreme.
labels.id	[character] vector of labels from which the labels for extreme points will be chosen. NULL uses observation numbers.
cex.id	[numeric] magnification of point labels.
qqline	[logical] indicating if a qqline should be added to the normal Q-Q plot.
add.smooth	[logical] indicating if a smoother should be added to most plots; see also panel above.
iter.smooth	[integer] the number of robustness iterations, the argument iter in panel.smooth.
label.pos	[numeric] positioning of labels, for the left half and right half of the graph respectively.
cex.caption	[numeric] controls the size of caption.
cex.oma.main	[numeric] controls the size of the sub.caption only if that is above the figures when there is more than one.

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

Variance

For variance estimation (summary, vcov, and SE) three modes are available:

• "design": design-based variance estimator using linearization; see Binder (1983)

• "model": model-based weighted variance estimator (the sampling design is ignored)

• "compound": design-model-based variance estimator; see Rubin-Bleuer and Schiopu-Kratina (2005) and Binder and Roberts (2009)

Utility functions

The following utility functions are available:

• summary gives a summary of the estimation properties

• plot shows diagnostic plots for the estimated regression model

• robweights extracts the robustness weights (if available)

• coef extracts the estimated regression coefficients

• vcov extracts the (estimated) covariance matrix

• residuals extracts the residuals

• fitted extracts the fitted values

References

Binder, D. A. (1983). On the Variances of Asymptotically Normal Estimators from Complex Surveys. International Statistical Review 51, 279–292. doi:10.2307/1402588

Binder, D. A. and Roberts, G. (2009). Design- and Model-Based Inference for Model Parameters. In: Sample Surveys: Inference and Analysis ed. by Pfeffermann, D. and Rao, C. R. Volume 29B of Handbook of Statistics, Amsterdam: Elsevier, Chap. 24, 33–54 doi:10.1016/S0169-7161(09)00224-7

Rubin-Bleuer, S. and Schiopu-Kratina, I. (2005). On the Two-phase framework for joint model and design-based inference. The Annals of Statistics 33, 2789–2810. doi:10.1214/009053605000000651

See Also

Weighted least squares: svyreg; robust weighted regression svyreg_huberM, svyreg_huberGM, svyreg_tukeyM and svyreg_tukeyGM

Examples

head(workplace)

library(survey)
# Survey design for simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Compute regression M-estimate with Huber psi-function
m <- svyreg_huberM(payroll ~ employment, dn, k = 14)

# Diagnostic plots (e.g., standardized residuals against fitted values)
plot(m, which = 1L)

# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(m), robweights(m))

# Utility functions
summary(m)
coef(m)
SE(m)
vcov(m)
residuals(m)
fitted(m)
robweights(m)

---

Utility Functions for Objects of Class svystat_rob

Description

Methods and utility functions for objects of class svystat_rob.

Usage

mse(object, ...)
## S3 method for class 'svystat_rob'
mse(object, ...)
## S3 method for class 'svystat'
mse(object, ...)
## S3 method for class 'svystat_rob'
summary(object, digits = max(3L,
        getOption("digits") - 3L), ...)
## S3 method for class 'svystat_rob'
coef(object, ...)
## S3 method for class 'svystat_rob'
SE(object, ...)
## S3 method for class 'svystat_rob'
vcov(object, ...)
## S3 method for class 'svystat_rob'
scale(x, ...)
## S3 method for class 'svystat_rob'
residuals(object, ...)
## S3 method for class 'svystat_rob'
fitted(object, ...)
robweights(object)
## S3 method for class 'svystat_rob'
robweights(object)
## S3 method for class 'svystat_rob'
print(x, digits = max(3L, getOption("digits") - 3L), ...)
## S3 method for class 'svystat_rob'
confint(object, parm, level = 0.95, df = Inf, ...)

Arguments

df	[integer] degrees of freedom for t-distribution in confidence interval, use ‘degf(design)’ for number of PSUs minus number of strata
digits	[integer] minimal number of significant digits.
level	[numeric] the confidence level required.
object	object of class svystat_rob.
parm	a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.
x	object of class svystat_rob.
...	additional arguments passed to the method.

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

Utility functions:

• mse computes the estimated risk (mean square error) in presence of representative outliers; see also mer

• summary gives a summary of the estimation properties

• robweights extracts the robustness weights

• coef extracts the estimate of location

• SE extracts the (estimated) standard error

• vcov extracts the (estimated) covariance matrix

• residuals extracts the residuals

• fitted extracts the fitted values

See Also

svymean_dalen, svymean_huber, svymean_ratio, svymean_reg, svymean_tukey, svymean_trimmed, svymean_winsorized

svytotal_dalen, svytotal_huber, svytotal_ratio, svytotal_reg, svytotal_tukey, svytotal_trimmed, svytotal_winsorized

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Estimated one-sided k winsorized population total (i.e., k = 2 observations
# are winsorized at the top of the distribution)
wtot <- svytotal_k_winsorized(~employment, dn, k = 2)

# Show summary statistic of the estimated total
summary(wtot)

# Estimated mean square error (MSE)
mse(wtot)

# Estimate, std. err., variance, and the residuals
coef(wtot)
SE(wtot)
vcov(wtot)
residuals(wtot)

# M-estimate of the total (Huber psi-function; tuning constant k = 3)
mtot <- svytotal_huber(~employment, dn, k = 45)

# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(mtot), robweights(mtot))

---

Data on a Simple Random Sample of 100 Counties in the U.S.

Description

Data from a simple random sample (without replacement) of 100 of the 3141 counties in the United Stated (U.S. Bureau of the Census, 1994).

Usage

data(counties)

Format

A data.frame with 100 observations on the following variables:

state

state, [character].

county

county, [character].

landarea

land area, 1990 (square miles), [double].

totpop

population total, 1992, [double].

unemp

number of unemployed persons, 1991, [double].

farmpop

farm population, 1990, [double].

numfarm

number of farms, 1987, [double].

farmacre

acreage in farms, 1987, [double].

weights

sampling weight, [double].

fpc

finite population corretion, [double].

Details

The data (and 10 additional variables) are published in Lohr (1999, Appendix C).

Source

Lohr, S. L. (1999). Sampling: Design and Analysis, Pacific Grove (CA): Duxbury Press.

Examples

head(counties)

library(survey)
# Survey design for simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~1, fpc = ~fpc, weights = ~weights, data = counties,
                  calibrate.formula = ~1)
    } else {
        # legacy mode
        svydesign(ids = ~1, fpc = ~fpc, weights = ~weights, data = counties)
    }

---

Measurement of Copper Content in Wholemeal Flour

Description

Measurement of copper content in wholemeal flour (measured in parts per million).

Usage

data(flour)

Format

A data.frame with 24 observations (sorted in ascending order) on the following variables:

copper

copper content [double].

weight

weight [double].

Details

The data are published in Maronna et al. (2019, p. 2).

Source

Maronna, R. A., Martin, R. D., Yohai, V. J. and Salibián-Barrera, M. (2019). Robust Statistics: Theory and Methods (with R), Hoboken (NJ): John Wiley and Sons, 2nd edition. doi:10.1002/9781119214656

Examples

head(flour)

---

Weighted Huber Proposal 2 Estimator

Description

Weighted Huber Proposal 2 estimator of location and scatter.

Usage

huber2(x, w, k = 1.5, na.rm = FALSE, maxit = 50, tol = 1e-04, info = FALSE,
       k_Inf = 1e6, df_cor = TRUE)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
k	[double] robustness tuning constant ($0 < k \leq \infty$).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
maxit	[integer] maximum number of iterations to use (default: 50).
tol	[double] numerical tolerance criterion to stop the iterations (default: 1e-04).
info	[logical] indicating whether additional information should be returned (default: FALSE).
k_Inf	[integer] numerical value that represents Inf (default: 1e+06).
df_cor	[logical] if TRUE, the degrees of freedom of the estimate of scale is adjusted (default: TRUE).

Details

Function huber2 computes the weighted Huber (1964) Proposal 2 estimates of location and scale.

The method is initialized by the weighted median (location) and the weighted interquartile range (scale).

Value

The return value depends on info:

info = FALSE:

estimate of mean or total [double]

info = TRUE:

a [list] with items:

• characteristic [character],

• estimator [character],

• estimate [double],

• variance (default: NA),

• robust [list],

• residuals [numeric vector],

• model [list],

• design (default: NA),

• [call]

Comparison

The huber2 estimator is initialized by the weighted median and the weighted (scaled) interquartile range. For unweighted data, this estimator differs from hubers in MASS, which is initialized by mad.

The difference between the estimators is usually negligible (for sufficiently small values of tol). See examples.

References

Huber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics 35, 73–101. doi:10.1214/aoms/1177703732

Examples

head(workplace)

# Weighted "Proposal 2" estimator of the mean
huber2(workplace$employment, workplace$weight, k = 8)

# More information on the estimate, i.e., info = TRUE
m <- huber2(workplace$employment, workplace$weight, k = 8, info = TRUE)

# Estimate of scale
m$scale

# Comparison with MASS::hubers (without weights). We make a copy of MASS::hubers
library(MASS)
hubers_mod <- hubers

# Then we replace mad by the (scaled) IQR as initial scale estimator
body(hubers_mod)[[7]][[3]][[2]] <- substitute(s0 <- IQR(y, type = 2) * 0.7413)

# Define the numerical tolerance
TOLERANCE <- 1e-8

# Comparison
m1 <- huber2(workplace$payroll, rep(1, 142), tol = TOLERANCE)
m2 <- hubers_mod(workplace$payroll, tol = TOLERANCE)$mu
m1 / m2 - 1

# The absolute relative difference is < 4.0-09 (smaller than TOLERANCE)

---

Length-of-Stay (LOS) Hospital Data

Description

A simple random sample of 70 patients in inpatient hospital treatment.

Usage

data(losdata)

Format

A data.frame with data on the following variables:

los

length of stay (days) [integer].

weight

sampling weight [double].

fpc

finite population correction [double].

Details

The losdata are a simple random sample without replacement (SRSWOR) of size $n = 70$ patients from the (fictive) population of $N = 2479$ patients in inpatient hospital treatment. We have constructed the losdata as a showcase; though, the LOS measurements are real data that we have taken from the 201 observations in Ruffieux et al. (2000). The original LOS data of Ruffieux et al. (2000) are available in the R package robustbase; see robustbase::data(los). Our losdata are a SRSWOR of size $n = 70$ from the 201 original observations.

Ruffieux et al. (2000) and data.frame los in the R package robustbase.

Source

Ruffieux, C., Paccaud, F. and Marazzi, A. (2000). Comparing rules for truncating hospital length of stay. Casemix Quarterly 2.

Examples

head(losdata)

library(survey)
# Survey design for simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~1, fpc = ~fpc, weights = ~weight, data = losdata,
                  calibrate.formula = ~1)
    } else {
        # legacy mode
        svydesign(ids = ~1, fpc = ~fpc, weights = ~weight, data = losdata)
    }

---

Minimum Estimated Risk (MER) M-Estimator

Description

mer is an adaptive M-estimator of the weighted mean or total. It is defined as the estimator that minimizes the estimated mean square error, mse, of the estimator under consideration.

Usage

mer(object, verbose = TRUE, max_k = 10, init = 1, method = "Brent",
    optim_args = list())

Arguments

object	an object of class svystat_rob.
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
init	[numeric] determines the left boundary value of the search interval and the initial value of the search; we must have init < max_k.
method	[character] the method of optim to be used.
max_k	[numeric vector] defines the right boundary value of the search interval (default: max_k = 1000)
optim_args	[list]: arguments passed on to optim.

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

MER-estimators are available for the methods svymean_huber, svytotal_huber, svymean_tukey and svytotal_tukey.

Value

Object of class svystat_rob

References

Hulliger, B. (1995). Outlier Robust Horvitz-Thompson Estimators. Survey Methodology 21, 79–87.

See Also

Overview (of all implemented functions)

Examples

head(losdata)

library(survey)
# Survey design for simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~1, fpc = ~fpc, weights = ~weight, data = losdata,
                  calibrate.formula = ~1)
    } else {
        # legacy mode
        svydesign(ids = ~1, fpc = ~fpc, weights = ~weight, data = losdata)
    }

# M-estimator of the total with tuning constant k = 8
m <- svymean_huber(~los, dn, type = "rhj", k = 8)

# MER estimator
mer(m)

---

PPS Sample From the MU284 Population

Description

Probability-proportional-to-size sample (PPS) without replacement of municipalities from the MU284 population in Särndal et al. (1992). The sample inclusion probabilities are proportional to the population size in 1975 (variable P75).

Usage

data(MU284pps)

Format

A data.frame with 60 observations on the following variables:

LABEL

identifier variable, [integer].

P85

1985 population size (in thousands), [double].

P75

1975 population size (in thousands), [double].

RMT85

Revenues from the 1985 municipal taxation (in millions of kronor), [double].

CS82

number of Conservative seats in municipal council, [double].

SS82

number of Social-Democrat seats in municipal council (1982), [double].

S82

total number of seats in municipal council (1982), [double].

ME84

number of municipal employees in 1984, [double].

REV84

real estate values according to 1984 assessment (in millions of kronor), [double].

REG

geographic region indicator, [integer].

CL

cluster indicator (a cluster consists of a set of neighbouring municipalities), [integer].

weights

sampling weights, [double].

pi

sample inclusion probability, [double].

Details

The MU284 population of Särndal et al. (1992, Appendix B) is a dataset with observations on the 284 municipalities in Sweden in the late 1970s and early 1980s. The MU284 population data are available in the sampling package of Tillé and Matei (2021).

The data frame MU284pps is a probability-proportional-to-size sample (PPS) without replacement from the MU284 population. The sample inclusion probabilities are proportional to the population size in 1975 (variable P75). The sample has been selected by Brewer’s method; see Tillé (2006, Chap. 7). The sampling weight (inclusion probabilities) are calibrated to the population size and the population total of P75.

Source

Särndal, C.-E., Swensson, B. and Wretman, J. (1992). Model Assisted Survey Sampling, New York: Springer-Verlag.

Tillé, Y. and Matei, A. (2021). sampling: Survey Sampling. R package version 2.9. https://CRAN.R-project.org/package=sampling

Tillé, Y. (2006). Sampling Algorithms. New York: Springer-Verlag.

See Also

MU284strat

Examples

head(MU284pps)

library(survey)
# Survey design with inclusion probabilities proportional to size
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~LABEL, fpc = ~pi, data = MU284pps, pps = "brewer",
                  calibrate.formula = ~1)
    } else {
        # legacy mode
        svydesign(ids = ~LABEL, fpc = ~pi, data = MU284pps, pps = "brewer")
    }

---

Stratified Sample from the MU284 Population

Description

Stratified simple random sample (without replacement) of municipalities from the MU284 population in Särndal et al. (1992). Stratification is by geographic region and a take-all stratum (by 1975 population size), which includes the big cities Stockholm, Göteborg, and Malmö.

Usage

data(MU284strat)

Format

A data.frame with 60 observations on the following variables:

LABEL

identifier variable, [integer].

P85

1985 population size (in thousands), [double].

P75

1975 population size (in thousands), [double].

RMT85

Revenues from the 1985 municipal taxation (in millions of kronor), [double].

CS82

number of Conservative seats in municipal council, [double].

SS82

number of Social-Democrat seats in municipal council (1982), [double].

S82

total number of seats in municipal council (1982), [double].

ME84

number of municipal employees in 1984, [double].

REV84

real estate values according to 1984 assessment (in millions of kronor), [double].

CL

cluster indicator (a cluster consists of a set of neighbouring municipalities), [integer].

REG

geographic region indicator, [integer].

Stratum

stratum indicator, [integer].

weights

sampling weights, [double].

fpc

finite population correction, [double].

Details

The MU284 population of Särndal et al. (1992, Appendix B) is a dataset with observations on the 284 municipalities in Sweden in the late 1970s and early 1980s. The MU284 population data are available in the sampling package of Tillé and Matei (2021).

The population is divided into two parts based on 1975 population size (P75):

• the MU281 population, which consists of the 281 smallest municipalities;

• the MU3 population of the three biggest municipalities/ cities in Sweden (Stockholm, Göteborg, and Malmö).

The three biggest cities take exceedingly large values (representative outliers) on almost all of the variables. To account for this, a stratified sample has been drawn from the MU284 population using a take-all stratum. The sample data, MU284strat, (of size $n=60$) consists of

• a stratified simple random sample (without replacement) from the MU281 population, where stratification is by geographic region (REG) with proportional sample size allocation;

• a take-all stratum that includes the three biggest cities/ municipalities (population M3).

Source

Särndal, C.-E., Swensson, B. and Wretman, J. (1992). Model Assisted Survey Sampling, New York: Springer-Verlag.

Tillé, Y. and Matei, A. (2021). sampling: Survey Sampling. R package version 2.9. https://CRAN.R-project.org/package=sampling

See Also

MU284pps

Examples

head(MU284strat)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~LABEL, strata = ~Stratum, fpc = ~fpc,
                  weights = ~weights, data = MU284strat,
                  calibrate.formula = ~-1 + Stratum)
    } else {
        # legacy mode
        svydesign(ids = ~LABEL, strata = ~Stratum, fpc = ~fpc,
                  weights = ~weights, data = MU284strat)
    }

---

Sampling with probability proportional to size (pps without replacement)

Description

Methods to compute the first-order sample inclusion probabilities (given a measure of size) and sampling mechanisms to draw samples with probabilities proportional to size (pps).

Usage

pps_probabilities(size, n)
pps_draw(x, method = "brewer", sort = TRUE)

## S3 method for class 'prob_pps'
print(x, ...)

Arguments

size	[numeric vector] measure of size.
n	[integer] sample size.
x	object of class prob_pps.
method	[character] currently only method "brewer" is implemented.
sort	[logical] indicating whether the sampled indices are sorted in ascending order (default: TRUE).
...	additional arguments.

Details

Function pps_probabilities computes the first-order sample inclusion probabilities for a given sample size n; see e.g., Särndal et al., 1992 (p. 90). The probabilities (and additional attributes) are returned as a vector, more precisely as an object of class prob_pps. To get the probabilities, use the function as.numeric() on the object.

For an object of class prob_pps (inclusion probabilities and additional attributes), function pps_draw draws a pps sample without replacement and returns the indexes of the population elements. Only the method of Brewer (1963, 1975) is currently implemented.

Value

Function pps_probabilities returns the probabilities (an object of class prob_pps).

Function pps_draw returns a pps sample of indexes from the population elements.

References

Brewer, K. W. R. (1963). A Model of Systematic Sampling with Unequal Probabilities. Australian Journal of Statistics 5, 93–105. doi:10.1111/j.1467-842X.1963.tb00132.x

Brewer, K. W. R. (1975). A simple procedure for $\pi$pswor, Australian Journal of Statistics 17, 166–172. doi:10.1111/j.1467-842X.1975.tb00954.x

Särndal, C.-E., Swensson, B., Wretman, J. (1992). Model Assisted Survey Sampling, New York: Springer-Verlag.

Examples

# We are going to pretend that the workplace sample is our population.
head(workplace)

# The population size is N = 142. We want to draw a pps sample (without
# replacement) of size n = 10, where the variable employment is the measure of
# size. The first-order sample inclusion probabilities are calculated as
# follows
p <- pps_probabilities(workplace$employment, n = 10)

# Extract the probabilities
as.numeric(p)

# Now, we draw a pps sample using Brewer's method.
pps_draw(p, method = "brewer")

---

Deprecated Functions in Package 'robsurvey'

Description

These functions are provided for compatibility with older versions of the package only, and may be defunct as soon as the next release.

• svyreg_huber

• svyreg_tukey

Use instead:

• svyreg_huberM

• svyreg_tukeyM

See Also

robsurvey-package

---

Internal Function for the Regression GM-Estimator

Description

Internal function to call the robust survey regression GM-estimator; this function is only intended for internal use. The function does not check or validate the arguments. In particular, missing values in the data may make the function crash.

Usage

robsvyreg(x, y, w, k, psi, type, xwgt, var = NULL, verbose = TRUE, ...)
svyreg_control(tol = 1e-5, maxit = 100, k_Inf = 1e6, init = NULL,
               mad_center = TRUE, ...)

Arguments

x	[numeric matrix] design matrix (NA values not allowed).
y	[numeric vector] dependent variable (NA values not allowed).
w	[numeric vector] weights (no NA's allowed).
k	[double] robustness tuning constant ($0 < k \leq \infty$).
psi	[integer] psi-functions: 0: Huber, 1: asymmetric Huber, and 2: Tukey biweight.
type	[integer] type of estimator; 0: M-estimator; 1: Mallows and 2: Schweppe type GM-estimator.
xwgt	[numeric vector] weights for design space used in GM-estimators (default: NULL, NA values not allowed).
var	[numeric vector] heteroscedastic variance (default: NULL).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
tol	[double] numerical tolerance criterion to stop the iterations (default: 1e-05).
maxit	[integer] maximum number of iterations to use (default: 100).
k_Inf	[integer] numerical value that represents Inf (default: 1e+06).
init	either NULL or [numeric vector], if init = NULL the regression estimator is initialized by weighted least squares; otherwise, init can be specified as the estimate (i.e., p-vector) to initialize the iteratively re-weighted least squares method (default: NULL).
mad_center	[logical] if TRUE, the weighted MAD is centered about the (weighted) median, otherwise the weighted MAD is centered about zero (default: TRUE).
...	additional arguments passed to the method (see svyreg_control).

Details

Not documented

Value

[list]

---

Dalen's Estimators of the Population Mean and Total

Description

Dalen's estimators Z2 and Z3 of the population mean and total; see weighted_mean_dalen for further details.

Usage

svymean_dalen(x, design, censoring, type = "Z2", na.rm = FALSE,
              verbose = TRUE, ...)
svytotal_dalen(x, design, censoring, type = "Z2", na.rm = FALSE,
               verbose = TRUE, ...)

Arguments

x	a one-sided [formula], e.g., ~myVariable.
design	an object of class survey.design; see svydesign.
censoring	[double] cutoff threshold above which the observations are censored.
type	[character] type of estimator; either "Z2" or "Z3" (default: "Z2").
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
...	additional arguments (currently not used).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

Methods/ types

type = "Z2" or type = "Z3"; see weighted_mean_dalen for more details.

Utility functions

summary, coef, SE, vcov, residuals, fitted, robweights.

Bare-bone functions

See weighted_mean_dalen and weighted_total_dalen.

Value

Object of class svystat_rob

References

Dalén, J. (1987). Practical Estimators of a Population Total Which Reduce the Impact of Large Observations. R & D Report U/STM 1987:32, Statistics Sweden, Stockholm.

See Also

Overview (of all implemented functions)

svymean_trimmed, svytotal_trimmed, svymean_winsorized, svytotal_winsorized, svymean_huber and svytotal_huber

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Dalen's estimator Z3 of the population total
svytotal_dalen(~employment, dn, censoring = 20000, type = "Z3")

# Dalen's estimator Z3 of the population mean
m <- svymean_dalen(~employment, dn, censoring = 20000, type = "Z3")

# Summarize
summary(m)

# Extract estimate
coef(m)

# Extract estimated standard error
SE(m)

---

Robust Ratio Predictor of the Mean and Total

Description

Robust ratio predictor (M-estimator) of the population mean and total with Huber and Tukey biweight (bisquare) psi-function.

Usage

svytotal_ratio(object, total, variance = "wu", keep_object = TRUE, ...)
svymean_ratio(object, total, N = NULL, variance = "wu",
              keep_object = TRUE, N_unknown = FALSE, ...)

Arguments

object	an object of class [ratio], e.g., result of the Huber ratio $M$-estimator svyratio_huber.
total	[numeric] vector of population totals of the auxiliary variables.
N	[numeric] population size (see also N_unknown.
variance	[character] type of variance estimator (default: "wu"); see Details Section.
keep_object	[logical] if TRUE, object is returned as an additional slot of the return value (default: TRUE).
N_unknown	[logical] if TRUE, it is assumed that the population size is unknown; thus, it is estimated (default: FALSE).
...	additional arguments (currently not used).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

The (robust) ratio predictor of the population total or mean is computed in two steps.

• Step 1: Fit the ratio model associated with the predictor by one of the functions svyratio_huber or svyratio_tukey. The fitted model is called object.

• Step 2: Based on the fitted model obtained in the first step, we predict the population total and mean, respectively, by the predictors svytotal_ratio and svymean_ratio, where object is the fitted ratio model.

Auxiliary data

Two types of auxiliary variables are distinguished: (1) population size $N$ and (2) the population total of the auxiliary variable (denominator) used in the ratio model.

The option N_unknown = TRUE can be used in the predictor of the population mean if $N$ is unknown.

Variance estimation

Three variance estimators are implemented (argument variance): "base", "wu", and "hajek". These estimators correspond to the estimators v0, v1, and v2 in Wu (1982).

Utility functions

The return value is an object of class svystat_rob. Thus, the utility functions summary, coef, SE, vcov, residuals, fitted, and robweights are available.

Value

Object of class svystat_rob

References

Wu, C.-F. (1982). Estimation of Variance of the Ratio Estimator. Biometrika 69, 183–189.

See Also

Overview (of all implemented functions)

svymean_reg and svytotal_reg for (robust) GREG regression predictors

svyreg_huberM, svyreg_huberGM, svyreg_tukeyM and svyreg_tukeyGM for robust regression $M$- and $GM$-estimators

svymean_huber, svytotal_huber, svymean_tukey and svytotal_tukey for $M$-estimators

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Robust ratio M-estimator with Huber psi-function
rat <- svyratio_huber(~payroll, ~ employment, dn, k = 5)

# Summary of the ratio estimate
summary(rat)

# Diagnostic plots of the ration/regression M-estimate (e.g.,
# standardized residuals against fitted values)
plot(rat, which = 1L)

# Plot of the robustness weights of the ratio/regression M-estimate
# against its residuals
plot(residuals(rat), robweights(rat))

# Robust ratio predictor of the population mean
m <- svymean_ratio(rat, total = 1001233, N = 90840)
m

# Summary of the ratio estimate of the population mean
summary(m)

# Extract estimate
coef(m)

# Extract estimate of scale
scale(m)

# Extract estimated standard error
SE(m)

---

Robust Generalized Regression Predictor (GREG) of the Mean and Total

Description

Generalized regression estimator (GREG) predictor of the mean and total, and robust GREG $M$-estimator predictor

Usage

svytotal_reg(object, totals, N = NULL, type, k = NULL, check.names = TRUE,
             keep_object = TRUE, ...)
svymean_reg(object, totals, N = NULL, type, k = NULL, check.names = TRUE,
            keep_object = TRUE, N_unknown = FALSE, ...)

Arguments

object	an object of class [svyreg_rob], e.g., result of the Huber regression $M$-estimator svyreg_huberM.
totals	[numeric] vector of population totals of the auxiliary variables.
N	[numeric] population size (see also N_unknown.
type	[character] type of predictor; see Details Section.
k	[numeric] robustness tuning constant of the psi-function used in the bias-correction term of the GREG. The definition of k depends on the type of predictor and is discussed in the Details Section.
check.names	[logical] if TRUE, the names of auxiliary are checked against the names of the independent variables of the fitted model object (default: TRUE).
keep_object	[logical] if TRUE, object is returned as an additional slot of the return value (default: TRUE).
N_unknown	[logical] if TRUE, it is assumed that the population size is unknown; thus, it is estimated (default: FALSE).
...	additional arguments (currently not used).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

The (robust) GREG predictor of the population total or mean is computed in two steps.

• Step 1: Fit the regression model associated with the GREG predictor by one of the functions svyreg, svyreg_huberM, svyreg_huberGM, svyreg_tukeyM or svyreg_tukeyGM. The fitted model is called object.

• Step 2: Based on the fitted model obtained in the first step, we predict the population total and mean, respectively, by the predictors svytotal_reg and svymean_reg, where object is the fitted regression model.

The following GREG predictors are available:

GREG (not robust, k = NULL)

The following non-robust GREG predictors are available:

• type = "projective" ignores the bias correction term of the GREG predictor; see Särndal and Wright (1984).

• type = "ADU" is the "standard" GREG, which is an asymptotically design unbiased (ADU) predictor; see Särndal et al.(1992, Chapter 6).

If the fitted regression model (object) does include a regression intercept, the predictor types "projective" and "ADU" are identical because the bias correction of the GREG is zero by design.

Robust GREG

The following robust GREG predictors are available:

• type = "huber" and type = "tukey" are, respectively, the robust GREG predictors with Huber and Tukey bisquare (biweight) psi-function. The tuning constant must satisfy 0 < k <= Inf. We can use the Huber-type GREG predictor although the model has been fitted by the regression estimator with Tukey psi-function (and vice versa).

• type = "BR" is the bias-corrected robust GREG predictor of Beaumont and Rivest (2009), which is inspired by the bias-corrected robust predictor of Chambers (1986). The tuning constant must satisfy 0 < k <= Inf.

• type = "lee" is the bias-corrected predictor of Lee (1991; 1992). Tthe tuning constant k must satisfy 0 <= k <= 1.

• type = "duchesne" is the bias-corrected, calibration-type estimator/ predictor of Duchesne (1999). The tuning constant k must be specified as a vector k = c(a, b), where a and b are the tuning constants of Duchesne's modified Huber psi-function (default values: a = 9 and b = 0.25).

Auxiliary data

Two types of auxiliary variables are distinguished: (1) population size $N$ and (2) population totals of the auxiliary variables used in the regression model (i.e., non-constant explanatory variables).

The option N_unknown = TRUE can be used in the predictor of the population mean if $N$ is unknown.

The names of the entries of totals are checked against the names of the regression fit (object), unless we specify check.names = FALSE.

Utility functions

The return value is an object of class svystat_rob. Thus, the utility functions summary, coef, SE, vcov, residuals, fitted, and robweights are available.

Value

Object of class svystat_rob

References

Beaumont, J.-F. and Rivest, L.-P. (2009). Dealing with outliers in survey data. In: Sample Surveys: Theory, Methods and Inference ed. by Pfeffermann, D. and Rao, C. R. Volume 29A of Handbook of Statistics, Amsterdam: Elsevier, Chap. 11, 247–280. doi:10.1016/S0169-7161(08)00011-4

Chambers, R. (1986). Outlier Robust Finite Population Estimation. Journal of the American Statistical Association 81, 1063–1069. doi:10.1080/01621459.1986.10478374

Duchesne, P. (1999). Robust calibration estimators, Survey Methodology 25, 43–56.

Gwet, J.-P. and Rivest, L.-P. (1992). Outlier Resistant Alternatives to the Ratio Estimator. Journal of the American Statistical Association 87, 1174–1182. doi:10.1080/01621459.1992.10476275

Lee, H. (1991). Model-Based Estimators That Are Robust to Outliers, in Proceedings of the 1991 Annual Research Conference, Bureau of the Census, 178–202. Washington, DC, Department of Commerce.

Lee, H. (1995). Outliers in business surveys. In: Business survey methods ed. by Cox, B. G., Binder, D. A., Chinnappa, B. N., Christianson, A., Colledge, M. J. and Kott, P. S. New York: John Wiley and Sons, Chap. 26, 503–526. doi:10.1002/9781118150504.ch26

Särndal, C.-E., Swensson, B. and Wretman, J. (1992). Model Assisted Survey Sampling, New York: Springer.

Särndal, C.-E. and Wright, R. L. (1984). Cosmetic Form of Estimators in Survey Sampling. Scandinavian Journal of Statistics 11, 146–156.

See Also

Overview (of all implemented functions)

svymean_ratio and svytotal_ratio for (robust) ratio predictors

svymean_huber, svytotal_huber, svymean_tukey and svytotal_tukey for $M$-estimators

svyreg, svyreg_huberM, svyreg_huberGM, svyreg_tukeyM and svyreg_tukeyGM for robust regression $M$- and $GM$-estimators

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Robust regression M-estimator with Huber psi-function
reg <- svyreg_huberM(payroll ~ employment, dn, k = 3)

# Summary of the regression M-estimate
summary(reg)

# Diagnostic plots of the regression M-estimate (e.g., standardized
# residuals against fitted values)
plot(reg, which = 1L)

# Plot of the robustness weights of the regression M-estimate against
# its residuals
plot(residuals(reg), robweights(reg))

# ADU (asymptotically design unbiased) estimator
m <- svytotal_reg(reg, totals = 1001233, 90840, type = "ADU")
m

# Robust GREG estimator of the mean; the population means of the auxiliary
# variables are from a register
m <- svymean_reg(reg, totals = 1001233, 90840, type = "huber", k = 20)
m

# Summary of the robust GREG estimate
summary(m)

# Extract estimate
coef(m)

# Extract estimated standard error
SE(m)

# Approximation of the estimated mean square error
mse(m)

---

Weighted Trimmed Mean and Total

Description

Weighted trimmed population mean and total.

Usage

svymean_trimmed(x, design, LB = 0.05, UB = 1 - LB, na.rm = FALSE, ...)
svytotal_trimmed(x, design, LB = 0.05, UB = 1 - LB, na.rm = FALSE, ...)

Arguments

x	a one-sided [formula], e.g., ~myVariable.
design	an object of class survey.design; see svydesign.
LB	[double] lower bound of trimming such that $0 \leq$ LB $<$ UB $\leq 1$.
UB	[double] upper bound of trimming such that $0 \leq$ LB $<$ UB $\leq 1$.
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
...	additional arguments (currently not used).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

Characteristic.

Population mean or total. Let $\mu$ denote the estimated trimmed population mean; then, the estimated trimmed total is given by $\hat{N} \mu$ with $\hat{N} =\sum w_i$, where summation is over all observations in the sample.

Trimming.

The methods trims the LB$~\cdot 100\%$ of the smallest observations and the (1 - UB)$~\cdot 100\%$ of the largest observations from the data.

Variance estimation.

Large-sample approximation based on the influence function; see Huber and Ronchetti (2009, Chap. 3.3) and Shao (1994).

Utility functions.

summary, coef, SE, vcov, residuals, fitted, robweights.

Bare-bone functions.

See weighted_mean_trimmed and weighted_total_trimmed.

Value

Object of class svystat_rob

References

Huber, P. J. and Ronchetti, E. (2009). Robust Statistics, New York: John Wiley and Sons, 2nd edition. doi:10.1002/9780470434697

Shao, J. (1994). L-Statistics in Complex Survey Problems. The Annals of Statistics 22, 976–967. doi:10.1214/aos/1176325505

See Also

Overview (of all implemented functions)

weighted_mean_trimmed and weighted_total_trimmed

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Estimated trimmed population total (5% symmetric trimming)
svytotal_trimmed(~employment, dn, LB = 0.05, UB = 0.95)

# Estimated trimmed population mean (5% trimming at the top of the distr.)
svymean_trimmed(~employment, dn, UB = 0.95)

---

Weighted Winsorized Mean and Total

Description

Weighted winsorized mean and total

Usage

svymean_winsorized(x, design, LB = 0.05, UB = 1 - LB, na.rm = FALSE,
                   trim_var = FALSE, ...)
svymean_k_winsorized(x, design, k, na.rm = FALSE, trim_var = FALSE, ...)
svytotal_winsorized(x, design, LB = 0.05, UB = 1 - LB, na.rm = FALSE,
                    trim_var = FALSE, ...)
svytotal_k_winsorized(x, design, k, na.rm = FALSE, trim_var = FALSE, ...)

Arguments

x	a one-sided [formula], e.g., ~myVariable.
design	an object of class survey.design; see svydesign.
LB	[double] lower bound of winsorization such that $0 \leq$ LB $<$ UB $\leq 1$.
UB	[double] upper bound of winsorization such that $0 \leq$ LB $<$ UB $\leq 1$.
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
trim_var	[logical] indicating whether the variance should be approximated by the variance estimator of the trimmed mean/ total (default: FALSE).
k	[integer] number of observations to be winsorized at the top of the distribution.
...	additional arguments (currently not used).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

Characteristic.

Population mean or total. Let $\mu$ denote the estimated winsorized population mean; then, the estimated winsorized total is given by $\hat{N} \mu$ with $\hat{N} =\sum w_i$, where summation is over all observations in the sample.

Modes of winsorization.

The amount of winsorization can be specified in relative or absolute terms:

• Relative: By specifying LB and UB, the method winsorizes the LB$~\cdot 100\%$ of the smallest observations and the (1 - UB)$~\cdot 100\%$ of the largest observations from the data.

• Absolute: By specifying argument k in the functions with the "infix" _k_ in their name (e.g., svymean_k_winsorized), the largest $k$ observations are winsorized, $0<k<n$, where $n$ denotes the sample size. E.g., k = 2 implies that the largest and the second largest observation are winsorized.

Variance estimation.

Large-sample approximation based on the influence function; see Huber and Ronchetti (2009, Chap. 3.3) and Shao (1994). Two estimators are available:

simple_var = FALSE

Variance estimator of the winsorized mean/ total. The estimator depends on the estimated probability density function evaluated at the winsorization thresholds, which can be – depending on the context – numerically unstable. As a remedy, a simplified variance estimator is available by setting simple_var = TRUE.

simple_var = TRUE

Variance is approximated using the variance estimator of the trimmed mean/ total.

Utility functions.

summary, coef, SE, vcov, residuals, fitted and robweights.

Bare-bone functions.

See:

• weighted_mean_winsorized,

• weighted_mean_k_winsorized,

• weighted_total_winsorized,

• weighted_total_k_winsorized.

Value

Object of class svystat_rob

References

Huber, P. J. and Ronchetti, E. (2009). Robust Statistics, New York: John Wiley and Sons, 2nd edition. doi:10.1002/9780470434697

Shao, J. (1994). L-Statistics in Complex Survey Problems. The Annals of Statistics 22, 976–967. doi:10.1214/aos/1176325505

See Also

Overview (of all implemented functions)

weighted_mean_winsorized, weighted_mean_k_winsorized, weighted_total_winsorized and weighted_total_k_winsorized

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Estimated winsorized population mean (5% symmetric winsorization)
svymean_winsorized(~employment, dn, LB = 0.05)

# Estimated one-sided k winsorized population total (2 observations are
# winsorized at the top of the distribution)
svytotal_k_winsorized(~employment, dn, k = 2)

---

Weighted Huber and Tukey Mean and Total (M-Estimator) – Robust Horvitz-Thompson Estimator

Description

Weighted Huber and Tukey M-estimator of the population mean and total (robust Horvitz-Thompson estimator)

Usage

svymean_huber(x, design, k, type = "rwm", asym = FALSE, na.rm = FALSE,
              verbose = TRUE, ...)
svytotal_huber(x, design, k, type = "rwm", asym = FALSE, na.rm = FALSE,
               verbose = TRUE, ...)
svymean_tukey(x, design, k, type = "rwm", na.rm = FALSE, verbose = TRUE, ...)
svytotal_tukey(x, design, k, type = "rwm", na.rm = FALSE, verbose = TRUE, ...)

Arguments

x	a one-sided [formula], e.g., ~myVariable.
design	an object of class survey.design; see svydesign.
k	[double] robustness tuning constant ($0 < k \leq \infty$).
type	[character] type of method: "rwm" or "rht".
asym	[logical] if TRUE, an asymmetric Huber psi-function is used (default: FALSE).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
...	additional arguments passed to the method (e.g., maxit: maxit number of iterations, etc.; see svyreg_control).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

Methods/ types

type = "rht" or type = "rwm"; see weighted_mean_huber or weighted_mean_tukey for more details.

Variance estimation.

Taylor linearization (residual variance estimator).

Utility functions

summary, coef, SE, vcov, residuals, fitted, robweights.

Bare-bone functions

See weighted_mean_huber weighted_mean_tukey, weighted_total_huber, and weighted_total_tukey.

Value

Object of class svystat_rob

Failure of convergence

By default, the method assumes a maximum number of maxit = 100 iterations and a numerical tolerance criterion to stop the iterations of tol = 1e-05. If the algorithm fails to converge, you may consider changing the default values; see svyreg_control.

References

Hulliger, B. (1995). Outlier Robust Horvitz-Thompson Estimators. Survey Methodology 21, 79–87.

See Also

Overview (of all implemented functions)

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Robust Horvitz-Thompson M-estimator of the population total
svytotal_huber(~employment, dn, k = 9, type = "rht")

# Robust weighted M-estimator of the population mean
m <- svymean_huber(~employment, dn, k = 12, type = "rwm")

# Summary statistic
summary(m)

# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(m), robweights(m))

# Extract estimate
coef(m)

# Extract estimate of scale
scale(m)

# Extract estimated standard error
SE(m)

---

Robust Survey Ratio M-Estimator

Description

svyratio_huber and svyratio_tukey compute the robust $M$-estimator of the ratio of two variables with, respectively, Huber and Tukey biweight (bisquare) psi-function.

Usage

svyratio_huber(numerator, denominator, design, k, var = denominator,
               na.rm = FALSE, asym = FALSE, verbose = TRUE, ...)
svyratio_tukey(numerator, denominator, design, k, var = denominator,
               na.rm = FALSE, verbose = TRUE, ...)

Arguments

numerator	a one-sided [formula] object (i.e., symbolic description, e.g., ~payroll).
denominator	a one-sided [formula] object (i.e., symbolic description, e.g., ~employment).
design	an object of class survey.design; see svydesign.
k	[double] robustness tuning constant ($0 < k \leq \infty$).
var	a [formula] object that defines the heteroscedastic variance (default: numerator).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
asym	[logical] toggle for asymmetric Huber psi-function (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
...	additional arguments passed to the method (e.g., maxit: maxit number of iterations, etc.).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

The functions svyratio_huber and svyratio_tukey are implemented as wrapper functions of the regression estimators svyreg_huberM and svyreg_tukeyM. See the help files of these functions (e.g., on how additional parameters can be passed via ... or on the usage of the var argument).

Value

Object of class svyreg.rob and ratio

See Also

Overview (of all implemented functions)

summary, coef, residuals, fitted, SE and vcov

plot for regression diagnostic plot methods

svyreg_huberM, svyreg_huberGM, svyreg_tukeyM and svyreg_tukeyGM for robust regression estimators

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Compute regression M-estimate with Huber psi-function
m <- svyratio_huber(~payroll, ~employment, dn, k = 8)

# Regression inference
summary(m)

# Extract the coefficients
coef(m)

# Extract estimated standard error
SE(m)

# Extract variance/ covariance matrix
vcov(m)

# Diagnostic plots (e.g., standardized residuals against fitted values)
plot(m, which = 1L)

# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(m), robweights(m))

---

Survey Regression Estimator – Weighted Least Squares

Description

Weighted least squares estimator of regression

Usage

svyreg(formula, design, var = NULL, na.rm = FALSE, ...)

Arguments

formula	a [formula] object (i.e., symbolic description of the model)
design	an object of class survey.design; see svydesign.
var	a one-sided [formula] object or variable name ([character]) that defines the heteroscedastic variance or [NULL] indicating homoscedastic variance (default: NULL).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
...	additional arguments (currently not used).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

svyreg computes the regression coefficients by weighted least squares.

Models for svyreg_rob are specified symbolically. A typical model has the form response ~ terms where response is the (numeric) response vector and terms is a series of terms which specifies a linear predictor for response; see formula and lm.

A formula has an implied intercept term. To remove this use either y ~ x - 1 or y ~ 0 + x; see formula for more details of allowed formulae.

Value

Object of class svyreg_rob.

See Also

Overview (of all implemented functions)

summary, coef, residuals, fitted, SE and vcov

plot for regression diagnostic plot methods

Robust estimating methods svyreg_huberM, svyreg_huberGM, svyreg_tukeyM and svyreg_tukeyGM.

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Compute the regression estimate (weighted least squares)
m <- svyreg(payroll ~ employment, dn)

# Regression inference
summary(m)

# Extract the coefficients
coef(m)

# Extract variance/ covariance matrix
vcov(m)

# Diagnostic plots (e.g., Normal Q-Q-plot)
plot(m, which = 2L)

---

Deprecated Huber Robust Survey Regression M-Estimator

Description

The function svyreg_huber is deprecated; use instead svyreg_huberM.

Usage

svyreg_huber(formula, design, k, var = NULL, na.rm = FALSE, asym = FALSE,
             verbose = TRUE, ...)

Arguments

formula	a [formula] object (i.e., symbolic description of the model)
design	an object of class survey.design; see svydesign.
k	[double] robustness tuning constant ($0 < k \leq \infty$).
var	a one-sided [formula] object or variable name ([character]) that defines the heteroscedastic variance or [NULL] indicating homoscedastic variance (default: NULL).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
asym	[logical] toggle for asymmetric Huber psi-function (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
...	additional arguments passed to the method (e.g., maxit: maxit number of iterations, etc.).

Details

See svyreg_huberM.

Value

Object of class svyreg.rob

See Also

robsurvey-deprecated

---

Huber Robust Survey Regression M- and GM-Estimator

Description

svyreg_huberM and svyreg_huberGM compute, respectively, a survey weighted M- and GM-estimator of regression using the Huber psi-function.

Usage

svyreg_huberM(formula, design, k, var = NULL, na.rm = FALSE, asym = FALSE,
              verbose = TRUE, ...)
svyreg_huberGM(formula, design, k, type = c("Mallows", "Schweppe"),
               xwgt, var = NULL, na.rm = FALSE, asym = FALSE, verbose = TRUE,
               ...)

Arguments

formula	a [formula] object (i.e., symbolic description of the model)
design	an object of class survey.design; see svydesign.
k	[double] robustness tuning constant ($0 < k \leq \infty$).
var	a one-sided [formula] object or variable name ([character]) that defines the heteroscedastic variance or [NULL] indicating homoscedastic variance (default: NULL).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
asym	[logical] toggle for asymmetric Huber psi-function (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
type	[character] "Mallows" or "Schweppe".
xwgt	[numerical vector] or [NULL] of weights in the design space (default: NULL); xwgt is only relevant for type = "Mallows" or type = "Schweppe".
...	additional arguments passed to the method (e.g., maxit: maxit number of iterations, etc.).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

svyreg_huberM and svyreg_huberGM compute, respectively, M- and GM-estimates of regression by iteratively re-weighted least squares (IRWLS). The estimate of regression scale is (by default) computed as the (normalized) weighted median of absolute deviations from the weighted median (MAD; see weighted_mad) for each IRWLS iteration. If the weighted MAD is zero (or nearly so), the scale is computed as the (normalized) weighted interquartile range (IQR).

M-estimator

The regression M-estimator svyreg_huberM is robust against residual outliers (granted that the tuning constant k is chosen appropriately).

GM-estimator

Function svyreg_huberGM implements the Mallows and Schweppe regression GM-estimator (see argument type). The regression GM-estimators are robust against residual outliers and outliers in the model's design space (leverage observations; see argument xwgt).

Numerical optimization

See svyreg_control.

Models

Models for svyreg_rob are specified symbolically. A typical model has the form response ~ terms, where response is the (numeric) response vector and terms is a series of terms which specifies a linear predictor for response; see formula and lm.

A formula has an implied intercept term. To remove this use either y ~ x - 1 or y ~ 0 + x; see formula for more details of allowed formulae.

Value

Object of class svyreg.rob

Failure of convergence

By default, the method assumes a maximum number of maxit = 100 iterations and a numerical tolerance criterion to stop the iterations of tol = 1e-05. If the algorithm fails to converge, you may consider changing the default values; see svyreg_control.

See Also

Overview (of all implemented functions)

Overview (of all implemented functions)

summary, coef, residuals, fitted, SE and vcov

plot for regression diagnostic plot methods

Other robust estimating methods svyreg_tukeyM and svyreg_tukeyGM

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Compute regression M-estimate with Huber psi-function
m <- svyreg_huberM(payroll ~ employment, dn, k = 8)

# Regression inference
summary(m)

# Extract the coefficients
coef(m)

# Extract variance/ covariance matrix
vcov(m)

# Diagnostic plots (e.g., standardized residuals against fitted values)
plot(m, which = 1L)

# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(m), robweights(m))

---

Deprecated Tukey Biweight Robust Survey Regression M-Estimator

Description

The function svyreg_tukey is deprecated; use instead svyreg_tukeyM.

Usage

svyreg_tukey(formula, design, k, var = NULL, na.rm = FALSE, verbose = TRUE,
             ...)

Arguments

formula	a [formula] object (i.e., symbolic description of the model)
design	an object of class survey.design; see svydesign.
k	[double] robustness tuning constant ($0 < k \leq \infty$).
var	a one-sided [formula] object or variable name ([character]) that defines the heteroscedastic variance or [NULL] indicating homoscedastic variance (default: NULL).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
...	additional arguments passed to the method (e.g., maxit: maxit number of iterations, etc.).

Details

See svyreg_tukeyM.

Value

Object of class svyreg.rob

See Also

robsurvey-deprecated

---

Tukey Biweight Robust Survey Regression M- and GM-Estimator

Description

svyreg_tukeyM and svyreg_tukeyGM compute, respectively, a survey weighted M- and GM-estimator of regression using the biweight Tukey psi-function.

Usage

svyreg_tukeyM(formula, design, k, var = NULL, na.rm = FALSE, verbose = TRUE,
              ...)
svyreg_tukeyGM(formula, design, k, type = c("Mallows", "Schweppe"),
               xwgt, var = NULL, na.rm = FALSE, verbose = TRUE, ...)

Arguments

formula	a [formula] object (i.e., symbolic description of the model)
design	an object of class survey.design; see svydesign.
k	[double] robustness tuning constant ($0 < k \leq \infty$).
var	a one-sided [formula] object or variable name ([character]) that defines the heteroscedastic variance or [NULL] indicating homoscedastic variance (default: NULL).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
verbose	[logical] indicating whether additional information is printed to the console (default: TRUE).
type	[character] "Mallows" or "Schweppe".
xwgt	[numerical vector] or [NULL] of weights in the design space (default: NULL); xwgt is only relevant for type = "Mallows" or type = "Schweppe".
...	additional arguments passed to the method (e.g., maxit: maxit number of iterations, etc.).

Details

Package survey must be attached to the search path in order to use the functions (see library or require).

svyreg_tukeyM and svyreg_tukeyGM compute, respectively, M- and GM-estimates of regression by iteratively re-weighted least squares (IRWLS). The estimate of regression scale is (by default) computed as the (normalized) weighted median of absolute deviations from the weighted median (MAD; see weighted_mad) for each IRWLS iteration. If the weighted MAD is zero (or nearly so), the scale is computed as the (normalized) weighted interquartile range (IQR).

M-estimator

The regression M-estimator svyreg_tukeyM is robust against residual outliers (granted that the tuning constant k is chosen appropriately).

GM-estimator

Function svyreg_huberGM implements the Mallows and Schweppe regression GM-estimator (see argument type). The regression GM-estimators are robust against residual outliers and outliers in the model's design space (leverage observations; see argument xwgt).

Numerical optimization

See svyreg_control.

Models

Models for svyreg_rob are specified symbolically. A typical model has the form response ~ terms, where response is the (numeric) response vector and terms is a series of terms which specifies a linear predictor for response; see formula and lm.

A formula has an implied intercept term. To remove this use either y ~ x - 1 or y ~ 0 + x; see formula for more details of allowed formulae.

Value

Object of class svyreg.rob

Failure of convergence

By default, the method assumes a maximum number of maxit = 100 iterations and a numerical tolerance criterion to stop the iterations of tol = 1e-05. If the algorithm fails to converge, you may consider changing the default values; see svyreg_control.

See Also

Overview (of all implemented functions)

summary, coef, residuals, fitted, SE and vcov

plot for regression diagnostic plot methods.

Other robust estimating methods svyreg_huberM and svyreg_huberGM

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

# Compute regression M-estimate with Tukey bisquare psi-function
m <- svyreg_tukeyM(payroll ~ employment, dn, k = 8)

# Regression inference
summary(m)

# Extract the coefficients
coef(m)

# Extract variance/ covariance matrix
vcov(m)

# Diagnostic plots (e.g., standardized residuals against fitted values)
plot(m, which = 1L)

# Plot of the robustness weights of the M-estimate against its residuals
plot(residuals(m), robweights(m))

---

Weighted Five-Number Summary of a Variable

Description

Weighted five-number summary used for survey.design and survey.design2 objects (similar to base::summary for [numeric vectors]).

Usage

svysummary(object, design, na.rm = FALSE, ...)

Arguments

object	one-sided [formula] for which a summary is desired, e.g., ~payroll.
design	an object of class survey.design; see svydesign.
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
...	additional arguments.

Value

A weighted five-number summary (numeric variable) or a frequency table (factor variable).

Examples

head(workplace)

library(survey)
# Survey design for stratified simple random sampling without replacement
dn <- if (packageVersion("survey") >= "4.2") {
        # survey design with pre-calibrated weights
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace, calibrate.formula = ~-1 + strat)
    } else {
        # legacy mode
        svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
                  data = workplace)
    }

svysummary(~payroll, dn)

---

Weighted Interquartile Range (IQR)

Description

Weighted (normalized) interquartile range

Usage

weighted_IQR(x, w, na.rm = FALSE, constant = 0.7413)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
constant	[double] constant scaling factor to make the weighted IQR a consistent estimator of the scale (default: 0.7413).

Details

By default, the weighted IQR is normalized to be an unbiased estimate of scale at the Gaussian core model. If normalization is not wanted, put constant = 1.

Value

Weighted IQR

See Also

Overview (of all implemented functions)

Examples

head(workplace)

# normalized weighted IQR (default)
weighted_IQR(workplace$employment, workplace$weight)

# weighted IQR (without normalization)
weighted_IQR(workplace$employment, workplace$weight, constant = 1)

---

Weighted Robust Line Fitting

Description

weighted_line fits a robust line and allows weights.

Usage

weighted_line(x, y = NULL, w, na.rm = FALSE, iter = 1)

## S3 method for class 'medline'
print(x, ...)
## S3 method for class 'medline'
coef(object, ...)
## S3 method for class 'medline'
residuals(object, ...)
## S3 method for class 'medline'
fitted(object, ...)

Arguments

x	[numeric vector] explanatory variable.
y	[numeric vector] response variable (default: NULL).
w	[numeric vector] weights (same length as x).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
iter	[integer] number of iterations to use (default: 1).
object	object of class medline.
...	additional arguments passed to the method.

Details

weighted_line uses different quantiles for splitting the sample than stats::line().

Value

intercept and slope of the fitted line

See Also

Overview (of all implemented functions)

line

Examples

head(cars)

# compute weighted line
weighted_line(cars$speed, cars$dist, w = rep(1, length(cars$speed)))
m <- weighted_line(cars$speed, cars$dist, w = rep(1:10, each = 5))
m
coef(m)
residuals(m)
fitted(m)

---

Weighted Median Absolute Deviation from the Median (MAD)

Description

Weighted median of the absolute deviations from the weighted median

Usage

weighted_mad(x, w, na.rm = FALSE, constant = 1.482602)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
constant	[double] constant scaling factor to make the MAD a consistent estimator of the scale (default: 1.4826).

Details

The weighted MAD is computed as the (normalized) weighted median of the absolute deviation from the weighted median; see weighted_median. The weighted MAD is normalized to be an unbiased estimate of scale at the Gaussian core model. If normalization is not wanted, put constant = 1.

Value

Weighted median absolute deviation from the (weighted) median

See Also

Overview (of all implemented functions)

Examples

head(workplace)

# normalized weighted MAD (default)
weighted_mad(workplace$employment, workplace$weight)

# weighted MAD (without normalization)
weighted_mad(workplace$employment, workplace$weight, constant = 1)

---

Weighted Total and Mean (Horvitz-Thompson and Hajek Estimators)

Description

Weighted total and mean (Horvitz-Thompson and Hajek estimators)

Usage

weighted_mean(x, w, na.rm = FALSE)
weighted_total(x, w, na.rm = FALSE)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).

Details

weighted_total and weighted_mean compute, respectively, the Horvitz-Thompson estimator of the population total and the Hajek estimator of the population mean.

Value

Estimated population mean or total

See Also

Overview (of all implemented functions)

Examples

head(workplace)

# Horvitz-Thompson estimator of the total
weighted_total(workplace$employment, workplace$weight)

# Hajek estimator of the mean
weighted_mean(workplace$employment, workplace$weight)

---

Dalen Estimators of the Mean and Total

Description

Dalén's estimators of the population mean and the population total (bare-bone functions with limited functionality).

Usage

weighted_mean_dalen(x, w, censoring, type = "Z2", info = FALSE,
                    na.rm = FALSE, verbose = TRUE)
weighted_total_dalen(x, w, censoring, type = "Z2", info = FALSE,
                     na.rm = FALSE, verbose = TRUE)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
censoring	[double] cutoff threshold above which the observations are censored.
type	[character] type of estimator; either "Z2" or "Z3" (default: "Z2").
info	[logical] indicating whether additional information should be returned (default: FALSE).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
verbose	[logical] indicating whether additional information should be printed to the console (default: FALSE).

Details

Let $\sum_{i \in s} w_ix_i$ denote the expansion estimator of the $x$-total (summation is over all elements $i$ in sample $s$). The estimators Z2 and Z3 of Dalén (1987) are defined as follows.

Estimator Z2

The estimator Z2 of the population total sums over $\min(c, w_ix_i)$; hence, it censors the products $w_ix_i$ to the censoring constant $c$ (censoring). The estimator of the population $x$-mean is is defined as the total divided by the population size.

Estimator Z3

The estimator Z3 of the population total is defined as the sum over the elements $z_i$, which is equal to $z_i = w_ix_i$ if $w_iy_i \leq c$ and $z_i = c + (y_i - c/w_i)$ otherwise.

Value

The return value depends on info:

info = FALSE:

estimate of mean or total [double]

info = TRUE:

a [list] with items:

• characteristic [character],

• estimator [character],

• estimate [double],

• variance (default: NA),

• robust [list],

• residuals [numeric vector],

• model [list],

• design (default: NA),

• [call]

References

Dalén, J. (1987). Practical Estimators of a Population Total Which Reduce the Impact of Large Observations. R & D Report U/STM 1987:32, Statistics Sweden, Stockholm.

See Also

Overview (of all implemented functions)

Examples

head(workplace)

# Dalen's estimator of the total (with censoring threshold: 100000)
weighted_total_dalen(workplace$employment, workplace$weight, 100000)

---

Weighted Trimmed Mean and Total (bare-bone functions)

Description

Weighted trimmed mean and total (bare-bone functions with limited functionality; see svymean_trimmed and svytotal_trimmed for more capable methods)

Usage

weighted_mean_trimmed(x, w, LB = 0.05, UB = 1 - LB, info = FALSE,
                      na.rm = FALSE)
weighted_total_trimmed(x, w, LB = 0.05, UB = 1 - LB, info = FALSE,
                       na.rm = FALSE)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
LB	[double] lower bound of trimming such that $0 \leq$ LB $<$ UB $\leq 1$.
UB	[double] upper bound of trimming such that $0 \leq$ LB $<$ UB $\leq 1$.
info	[logical] indicating whether additional information should be returned (default: FALSE).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).

Details

Characteristic.

Population mean or total. Let $\mu$ denote the estimated trimmed population mean; then, the estimated trimmed population total is given by $\hat{N} \mu$ with $\hat{N} =\sum w_i$, where summation is over all observations in the sample.

Trimming.

The methods trims the LB$~\cdot 100\%$ of the smallest observations and the (1 - UB)$~\cdot 100\%$ of the largest observations from the data.

Variance estimation.

See survey methods:

• svymean_trimmed,

• svytotal_trimmed.

Value

The return value depends on info:

info = FALSE:

estimate of mean or total [double]

info = TRUE:

a [list] with items:

• characteristic [character],

• estimator [character],

• estimate [double],

• variance (default: NA),

• robust [list],

• residuals [numeric vector],

• model [list],

• design (default: NA),

• [call]

See Also

Overview (of all implemented functions)

svymean_trimmed and svytotal_trimmed

Examples

head(workplace)

# Estimated trimmed population total (5% symmetric trimming)
weighted_total_trimmed(workplace$employment, workplace$weight, LB = 0.05,
    UB = 0.95)

# Estimated trimmed population mean (5% trimming at the top of the distr.)
weighted_mean_trimmed(workplace$employment, workplace$weight, UB = 0.95)

---

Weighted Winsorized Mean and Total (bare-bone functions)

Description

Weighted winsorized mean and total (bare-bone functions with limited functionality; see svymean_winsorized and svytotal_winsorized for more capable methods)

Usage

weighted_mean_winsorized(x, w, LB = 0.05, UB = 1 - LB, info = FALSE,
                         na.rm = FALSE)
weighted_mean_k_winsorized(x, w, k, info = FALSE, na.rm = FALSE)
weighted_total_winsorized(x, w, LB = 0.05, UB = 1 - LB, info = FALSE,
                          na.rm = FALSE)
weighted_total_k_winsorized(x, w, k, info = FALSE, na.rm = FALSE)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
LB	[double] lower bound of winsorization such that $0 \leq$ LB $<$ UB $\leq 1$.
UB	[double] upper bound of winsorization such that $0 \leq$ LB $<$ UB $\leq 1$.
info	[logical] indicating whether additional information should be returned (default: FALSE).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).
k	[integer] number of observations to be winsorized at the top of the distribution.

Details

Characteristic.

Population mean or total. Let $\mu$ denote the estimated winsorized population mean; then, the estimated population total is given by $\hat{N} \mu$ with $\hat{N} =\sum w_i$, where summation is over all observations in the sample.

Modes of winsorization.

The amount of winsorization can be specified in relative or absolute terms:

• Relative: By specifying LB and UB, the methods winsorizes the LB$~\cdot 100\%$ of the smallest observations and the (1 - UB)$~\cdot 100\%$ of the largest observations from the data.

• Absolute: By specifying argument k in the functions with the "infix" _k_ in their name, the largest $k$ observations are winsorized, $0<k<n$, where $n$ denotes the sample size. E.g., k = 2 implies that the largest and the second largest observation are winsorized.

Variance estimation.

See survey methods:

• svymean_winsorized,

• svytotal_winsorized,

• svymean_k_winsorized,

• svytotal_k_winsorized.

Value

The return value depends on info:

info = FALSE:

estimate of mean or total [double]

info = TRUE:

a [list] with items:

• characteristic [character],

• estimator [character],

• estimate [double],

• variance (default: NA),

• robust [list],

• residuals [numeric vector],

• model [list],

• design (default: NA),

• [call]

See Also

Overview (of all implemented functions)

svymean_winsorized, svymean_k_winsorized, svytotal_winsorized and svytotal_k_winsorized

Examples

head(workplace)

# Estimated winsorized population mean (5% symmetric winsorization)
weighted_mean_winsorized(workplace$employment, workplace$weight, LB = 0.05)

# Estimated one-sided k winsorized population total (2 observations are
# winsorized at the top of the distribution)
weighted_total_k_winsorized(workplace$employment, workplace$weight, k = 2)

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Weighted Median

Description

Weighted population median.

Usage

weighted_median(x, w, na.rm = FALSE)

Arguments

x	[numeric vector] data.
w	[numeric vector] weights (same length as x).
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).

Details

Weighted sample median; see weighted_quantile for more information.

Value

Weighted estimate of the population median

See Also

Overview (of all implemented functions)

weighted_quantile

Examples

head(workplace)

weighted_median(workplace$employment, workplace$weight)

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Robust Simple Linear Regression Based on Medians

Description

Robust simple linear regression based on medians: two methods are available: "slopes" and "product".

Usage

weighted_median_line(x, y = NULL, w, type = "slopes", na.rm = FALSE)

Arguments

x	[numeric vector] explanatory variable.
y	[numeric vector] response variable (default: NULL).
w	[numeric vector] weights (same length as x).
type	[character] "slopes" or "products" (default: "slopes").
na.rm	[logical] indicating whether NA values should be removed before the computation proceeds (default: FALSE).

Details

Overview.

Robust simple linear regression based on medians

Type.

Two methods/ types are available. Let $m(x,w)$ denote the weighted median of variable x with weights w:

type = "slopes":

The slope is computed as

$b1 = m\left( \frac{y - m(y,w)}{x - m(x,w)}, w\right).$

type = "products":

The slope is computed as

$b1 = \frac{m\big([y - m(y,w)][x - m(x,w)], w\big)} {m\big([x - m(x,w)]^2, w\big)}.$

Value

A vector with two components: intercept and slope

See Also

Overview (of all implemented functions)

line, weighted_line and weighted_median_ratio

Examples

x <- c(1, 2, 4, 5)
y <- c(3, 2, 7, 4)
weighted_line(y ~ x, w = rep(1, length(x)))
weighted_median_line(y ~ x, w = rep(1, length(x)))
m <- weighted_median_line(y ~ x, w = rep(1, length(x)), type = "prod")
m
coef(m)
fitted(m)
residuals(m)

# cars data
head(cars)
with(cars, weighted_median_line(dist ~ speed, w = rep(1, length(dist))))
with(cars, weighted_median_line(dist ~ speed, w = rep(1, length(dist)),
type = "prod"))

# weighted
w <- c(rep(1,20), rep(2,20), rep(5, 10))
with(cars, weighted_median_line(dist ~ speed, w = w))
with(cars, weighted_median_line(dist ~ speed, w = w, type = "prod"))

# outlier in y
cars$dist[49] <- 360
with(cars, weighted_median_line(dist ~ speed, w = w))
with(cars, weighted_median_line(dist ~ speed, w = w, type = "prod"))

# outlier in x
data(cars)
cars$speed[49] <- 72
with(cars, weighted_median_line(dist ~ speed, w = w))
with(cars, weighted_median_line(dist ~ speed, w = w, type = "prod"))

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