Computes the relative difference statistic of the form (est - pop)/ pop
, which
is equivalent to the form est/pop - 1
. If matrices are supplied then
an equivalent matrix variant will be used of the form
(est - pop) * solve(pop)
. Values closer to 0 indicate better
relative parameter recovery. Note that for single variable inputs this is equivalent to
bias(..., type = 'relative')
.
Arguments
- est
a
numeric
vector,matrix/data.frame
, orlist
containing the parameter estimates- pop
a
numeric
vector or matrix containing the true parameter values. Must be of comparable dimension toest
- as.vector
logical; always wrap the result in a
as.vector
function before returning?- unname
logical; apply
unname
to the results to remove any variable names?
References
Chalmers, R. P., & Adkins, M. C. (2020). Writing Effective and Reliable Monte Carlo Simulations
with the SimDesign Package. The Quantitative Methods for Psychology, 16
(4), 248-280.
doi:10.20982/tqmp.16.4.p248
Sigal, M. J., & Chalmers, R. P. (2016). Play it again: Teaching statistics with Monte
Carlo simulation. Journal of Statistics Education, 24
(3), 136-156.
doi:10.1080/10691898.2016.1246953
Author
Phil Chalmers rphilip.chalmers@gmail.com
Examples
# vector
pop <- seq(1, 100, length.out=9)
est1 <- pop + rnorm(9, 0, .2)
(rds <- RD(est1, pop))
#> [1] 9.161195e-02 -2.856299e-03 -4.743365e-03 -5.027428e-05 7.186801e-04
#> [6] 8.588291e-05 3.142036e-03 2.113068e-03 1.682020e-03
summary(rds)
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> -4.743e-03 -5.027e-05 7.187e-04 1.019e-02 2.113e-03 9.161e-02
# matrix
pop <- matrix(c(1:8, 10), 3, 3)
est2 <- pop + rnorm(9, 0, .2)
RD(est2, pop, as.vector = FALSE)
#> [,1] [,2] [,3]
#> [1,] -0.09783211 0.6298721 -0.43147808
#> [2,] -0.32422225 0.3607876 -0.07267172
#> [3,] 0.04717509 -0.2042294 0.12395488
(rds <- RD(est2, pop))
#> [1] -0.09783211 -0.32422225 0.04717509 0.62987208 0.36078763 -0.20422939
#> [7] -0.43147808 -0.07267172 0.12395488
summary(rds)
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> -0.431478 -0.204229 -0.072672 0.003484 0.123955 0.629872