mceCLT {MCE}R Documentation

Central Limit Theorem Method of MCE estimation

Description

For some simulation-based estimates, the MCE estimate can be based on the central limit theorem and can be calculated as the standard deviation of the R estimates from a simulation divided by sqrt(R). This method only applies to simulation-based estimates that are generated as a mean of replication results.

Usage

mceCLT(data, type = "", truth = NULL)

Arguments

data vector. replication reults
type character. type of simulation result of interest including "mean", "SE", "PB" and "RE" for mean, standard error, percent bias and relative efficiency
truth numeric. if type="PB" the true value.

Value

CLT-based estimate of MCE

Note

This methods only applies to simulation-based estimates that are generated from a mean of replication results.

Author(s)

Elizabeth Koehler and Sebastien Haneuse

Examples

test <- matrix(rnorm(10000, mean=1))
mceCLT(test, type="PB", truth=1)


[Package MCE version 1.0 Index]