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Type:

Package

Title:

Statistical Methods for Interval-Censored Data

Version:

1.1.5

Author:

Paul Walter

Maintainer:

Paul Walter <paul.w@gmx.net>

Description:

Functions that provide statistical methods for interval-censored (grouped) data. The package supports the estimation of linear and linear mixed regression models with interval-censored dependent variables. Parameter estimates are obtained by a stochastic expectation maximization algorithm. Furthermore, the package enables the direct (without covariates) estimation of statistical indicators from interval-censored data via an iterative kernel density algorithm. Survey and Organisation for Economic Co-operation and Development (OECD) weights can be included into the direct estimation (see, Walter, P. (2019) <doi:10.17169/refubium-1621>).

License:

GPL-2

Encoding:

UTF-8

LazyData:

true

Suggests:

knitr, rmarkdown, mlmRev, R.rsp, Kernelheaping

RoxygenNote:

7.2.3

Imports:

ineq, truncnorm, lme4, formula.tools, mvtnorm, Hmisc, laeken, weights, graphics

VignetteBuilder:

R.rsp

NeedsCompilation:

Packaged:

2024-06-08 14:39:23 UTC; paulw

Repository:

CRAN

Date/Publication:

2024-06-09 06:20:02 UTC

Exam scores from inner London

Description

Exam scores of 4,059 students from 65 schools in Inner London, as in Exam.

Format

A data frame with 4059 observations with the following 10 variables:

school: School ID - a factor.
examsc: Exam score.
schgend: School gender - a factor. Levels are mixed, boys, and girls.
schavg: School average of intake score.
vr: Student level Verbal Reasoning (VR) score band at intake - a factor. Levels are bottom 25%, mid 50%, and top 25%
intake: Band of student's intake score - a factor. Levels are bottom 25%, mid 50% and top 25%
standLRT: Standardised LR test score.
sex: Sex of the student - levels are F and M.
type: School type - levels are Mxd and Sngl.
student: Student id (within school) - a factor

References

Goldstein, H., Rasbash, J., et al (1993). A multilevel analysis of school examination results. Oxford Review of Education 19: 425-433

Estimation of Statistical Indicators from Interval-Censored Data

Description

The function applies an iterative kernel density algorithm for the estimation of a variety of statistical indicators (e.g. mean, median, quantiles, gini) from interval-censored data. The estimation of the standard errors is facilitated by a non-parametric bootstrap.

Usage

kdeAlgo(
  xclass,
  classes,
  threshold = 0.6,
  burnin = 80,
  samples = 400,
  bootstrap.se = FALSE,
  b = 100,
  bw = "nrd0",
  evalpoints = 4000,
  adjust = 1,
  custom_indicator = NULL,
  upper = 3,
  weights = NULL,
  oecd = NULL
)

Arguments

xclass

interval-censored values; factor with ordered factor values, as in dclass

classes

numeric vector of classes; Inf as last value is allowed, as in dclass

threshold

used for the Head-Count Ratio and Poverty Gap, default is 60% of the median e.g. threshold=0.6

burnin

burn-in sample size, as in dclass

samples

sampling iteration size, as in dclass

bootstrap.se

if TRUE standard errors for the statistical indicators are estimated

b

number of bootstrap iterations for the estimation of the standard errors

bw

bandwidth selector method, defaults to "nrd0", as in density

evalpoints

number of evaluation grid points, as in dclass

adjust

the user can multiply the bandwidth by a certain factor such that bw=adjust*bw as in density

custom_indicator

a list of functions containing the indicators to be additionally calculated. Such functions must only depend on the target variable y and the threshold. For the estimation of weighted custom indicators the function must also depend on weights. Defaults to NULL.

upper

if the upper bound of the upper interval is Inf e.g. (15000,Inf), then Inf is replaced by 15000*upper

weights

any kind of survey or design weights that will be used for the weighted estimation of the statistical indicators

oecd

weights for equivalized household size

Details

The statistical indicators are estimated using pseudo samples as proxy for the interval-censored variable. The object resultX returns the pseudo samples for each iteration step of the KDE-algorithm.

Value

An object of class "kdeAlgo" that provides estimates for statistical indicators and optionally, corresponding standard error estimates. Generic functions such as, print, and plot have methods that can be used to obtain further information. See kdeAlgoObject for a description of components of objects of class "kdeAlgo".

References

Walter, P. (2019). A Selection of Statistical Methods for Interval-Censored Data with Applications to the German Microcensus, PhD thesis, Freie Universitaet Berlin

Groß, M., U. Rendtel, T. Schmid, S. Schmon, and N. Tzavidis (2017). Estimating the density of ethnic minorities and aged people in Berlin: Multivariate Kernel Density Estimation applied to sensitive georeferenced administrative data protected via measurement error. Journal of the Royal Statistical Society: Series A (Statistics in Society), 180.

Examples

## Not run: 
# Generate data
x <- rlnorm(500, meanlog = 8, sdlog = 1)
classes <- c(0, 500, 1000, 1500, 2000, 2500, 3000, 4000, 5000, 6000, 8000, 10000, 15000, Inf)
xclass <- cut(x, breaks = classes)
weights <- abs(rnorm(500, 0, 1))
oecd <- rep(seq(1, 6.9, 0.3), 25)

# Estimate statistical indicators with default settings
Indicator <- kdeAlgo(xclass = xclass, classes = classes)

# Include custom indicators
Indicator_custom <- kdeAlgo(
  xclass = xclass, classes = classes,
  custom_indicator = list(quant5 = function(y, threshold) {
    quantile(y, probs = 0.05)
  })
)

# Indclude survey and oecd weights
Indicator_weights <- kdeAlgo(
  xclass = xclass, classes = classes,
  weights = weights, oecd = oecd
)

## End(Not run)

Fitted kdeAlgoObject

Description

An object of class "kdeAlgo" that represents the estimated statistical indicators and the estimated standard errors. Objects of this class have methods for the generic functions print and plot.

Value

An object of class "kdeAlgo" is a list containing at least the following components.

Point_estimate

the estimated statistical indicators: Mean, Gini, Head-Count Ratio, Quantiles (10%, 25%, 50%, 75%, 90%), Poverty-Gap, Quintile-Share Ratio and if specified the selected custom indicators.

Standard_Error

if bootstrap.se = TRUE, the standard errors for the statistical indicator are estimated

Mestimates

kde object containing the corrected density estimate, as in dclass

resultDensity

estimated density for each iteration, as in dclass

resultX

true latent values X estimates, as in dclass

xclass

classified values; factor with ordered factor values, as in dclass

gridx

grid on which density is evaluated, as in dclass

classes

classes; Inf as last value is allowed, as in dclass

burnin

burn-in sample size, as in dclass

samples

sampling iteration size, as in dclass

Point_estimates.run

the estimated statistical indicators: Mean, Gini, Head-Count Ratio, Quantiles (10%, 25%, 50%, 75%, 90%), Poverty-Gap, Quintile-Share Ratio and if specified the selected custom indicators for each iteration run of the KDE-algorithm

oecd

the weights used for the estimation of the equivalised household income

weights

any kind of survey or design weights that will be used for the weighted estimation of the statistical indicators

upper

if the upper bound of the upper interval is Inf e.g. (15000,Inf), then Inf is replaced by 15000*upper

References

Plot Diagnostics for a kdeAlgo Object

Description

Plots the estimated density of the interval-censored variable. Also, convergence plots are given for all estimated statistical indicators. The estimated indicator is plotted for each iteration step of the KDE-algorithm. Furthermore, the average up to iteration step M is plotted (without the burn-in iterations). A vertical line indicates the end of the burn-in period. A horizontal line marks the value of the estimated statistical indicator

Usage

## S3 method for class 'kdeAlgo'
plot(x, indicator = NULL, ...)

Arguments

x

an object of type "kdeAlgo", typical result of kdeAlgo

indicator

a vector of indicator names specifying for which indicators convergence plots are plotted, e.g. c("mean", "gini")

...

optional arguments passed to generic function.

Value

Convergence and density plots.

Plot Diagnostics for sem Objects

Description

Available are convergence plots for the estimated fixed effects model parameters and the residual variance of the linear or linear mixed regression model. If the Box-Cox transformation is used for the transformation of the dependent variable, a convergence plot of the transformation parameter lambda is also available. In each of the convergence plots, the estimated parameter is plotted for each iteration step of the SEM-algorithm. Furthermore, the average up to iteration step M is plotted (without the burn-in iterations). A vertical line indicates the end of the burn-in period. A horizontal line marks the value of the estimated statistical indicator Furthermore, the estimated density of the simulated dependent variable from the last iteration step is plotted with a histogram of the interval-censored true dependent variable in the back.

Usage

## S3 method for class 'sem'
plot(x, ...)

Arguments

x

an object of type "sem", typical result of semLm or semLme.

...

optional arguments passed to generic function.

Value

Convergence and density plots.

References

Walter, P. (2019). A Selection of Statistical Methods for Interval-Censored Data with Applications to the German Microcensus, PhD thesis, Freie Universitaet Berlin

Prints a kdeAlgo Object

Description

Basic information of a kdeAlgo object is printed.

Usage

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

Arguments

x

an object of class "kdeAlgo"

...

optional arguments passed to generic function

Prints a sem Object

Description

Basic information of a sem object is printed

Usage

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

Arguments

x

an object of class "sem".

...

optional arguments passed to generic function

Prints a summary.sem Object

Description

The elements described in summary.sem are printed.

Usage

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

Arguments

x

an object of class "summary.sem".

...

additional arguments that are not used in this method.

Linear Regression with Interval-Censored Dependent Variable

Description

This function estimates the linear regression model when the dependent variable is interval-censored. The estimation of the standard errors is fasciliated by a non-parametric bootstrap.

Usage

semLm(
  formula,
  data,
  classes,
  burnin = 40,
  samples = 200,
  trafo = "None",
  adjust = 2,
  bootstrap.se = FALSE,
  b = 100
)

Arguments

formula

an object of class formula, as in lm. The dependent variable is measured as interval-censored values; factor with ordered factor values

data

a data frame containing the variables of the model

classes

numeric vector of classes; -Inf as lower interval bound and Inf as upper interval bound is allowed. If the Box-Cox or logarithmic transformation is chosen, the minimum interval bound must be \ge 0.

burnin

the number of burn-in iterations of the SEM-algorithm

samples

the number of additional iterations of the SEM-algorithm for parameter estimation

trafo

transformation of the dependent variable to fulfill the model assumptions

"log" for Logarithmic transformation
"bc" for Box-Cox transformation

default is "None". Transformations can only be used if the minimum interval bound is \ge 0.

adjust

extends the number of iteration steps of the SEM-algorithm for finding the optimal lambda of the Box-Cox transformation. The number of iterations is extended in the following way: (burnin+samples)*adjust

bootstrap.se

if TRUE standard errors of the regression parameters are estimated

b

number of bootstrap iterations for the estimation of the standard errors

Details

The model parameters are estimated using pseudo samples as a proxy for the interval-censored dependent variable. The object pseudo.y returns the pseudo samples of each iteration step of the SEM-algorithm.

Value

An object of class "sem" that provides parameter estimates for linear regression models with interval-censored dependent variable. Generic functions such as, print, plot, and summary have methods that can be used to obtain further information. See semObject for a description of the components of objects of class "sem".

References

Walter, P. (2019). A Selection of Statistical Methods for Interval-Censored Data with Applications to the German Microcensus, PhD thesis, Freie Universitaet Berlin

Examples

## Not run: 
# Load and prepare data
data <- Exam
classes <- c(1, 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.7, 8.5, Inf)
data$examsc.class <- cut(data$examsc, classes)

# Run model with default settings
model <- semLm(
  formula = examsc.class ~ standLRT + schavg, data = data,
  classes = classes
)
summary(model)

## End(Not run)

Linear Mixed Regression with Interval-Censored Dependent Variable

Description

This function estimates the linear mixed regression model when the dependent variable is interval-censored. The estimation of the standard errors is fasciliated by a parametric bootstrap.

Usage

semLme(
  formula,
  data,
  classes,
  burnin = 40,
  samples = 200,
  trafo = "None",
  adjust = 2,
  bootstrap.se = FALSE,
  b = 100
)

Arguments

formula

a two-sided linear formula object describing both the fixed-effects and random-effects part of the model, with the response on the left of a ~ operator and the terms, separated by + operators, on the right. Random-effects terms are distinguished by vertical bars (|) separating expressions for design matrices from grouping factors, as in lmer. Note: Only models with a maximum of one random intercept and one random slope are implemented at this point (e.g. y ~ x + (1| ID), or y ~ x + (x|ID)). The dependent variable is measured as interval-censored values; factor with ordered factor values

data

a data frame containing the variables of the model

classes

burnin

the number of burn-in iterations of the SEM-algorithm

samples

the number of additional iterations of the SEM-algorithm for parameter estimation

trafo

transformation of the dependent variable to fulfil the model assumptions

"log" for Logarithmic transformation
"bc" for Box-Cox transformation

default is "None". Transformations can only be used if the minimum interval bound is \ge 0.

adjust

bootstrap.se

if TRUE standard errors of the regression parameters are estimated

b

number of bootstrap iterations for the estimation of the standard errors

Details

The model parameters are estimated using pseudo samples of the interval-censored dependent variable. The object pseudo.y returns the pseudo samples of each iteration step of the SEM-algorithm.

Value

An object of class "sem" that provides parameter estimated for linear regression models with interval-censored dependent variable. Generic functions such as, print, plot, and summary have methods that can be used to obtain further information. See semObject for descriptions of components of objects of class "sem".

References

Walter, P. (2019). A Selection of Statistical Methods for Interval-Censored Data with Applications to the German Microcensus, PhD thesis, Freie Universitaet Berlin

Examples

## Not run: 
# Load and prepare data
data <- Exam
classes <- c(1, 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.7, 8.5, Inf)
data$examsc.class <- cut(data$examsc, classes)

# Run model with random intercept and default settings
model1 <- semLme(
  formula = examsc.class ~ standLRT + schavg + (1 | school),
  data = data, classes = classes
)
summary(model1)


## End(Not run)

Fitted semObject

Description

An object of class "sem" that represents the estimated model parameters and standard errors. Objects of this class have methods for the generic functions print, plot and summary.

Value

An object of class "sem" is a list containing the following components. Some parameters are only estimated for liner mixed regression models (and vice versa).

pseudo.y

a matrix containing the pseudo samples of the interval-censored variable from each iteration step

coef

the estimated regression coefficients (fixed effects)

ranef

the estimated regression random effects

sigmae

estimated variance \sigma_e

VaVoc

estimated covariance matrix of the random effects

se

bootstrapped standard error of the coefficients

ci

bootstrapped 95% confidence interval of the coefficients

lambda

estimated lambda for the Box-Cox transformation

bootstraps

number of bootstrap iterations for the estimation of the standard errors

r2

estimated coefficient of determination

icc

estimated interclass correlation coefficient

adj.r2

estimated adjusted coefficient of determination

formula

an object of class formula, as in lm or lmer

transformation

the specified transformation "log" for logarithmic and "bc" for Box-Cox

n.classes

the number of classes, the dependent variable is censored to

conv.coef

estimated coefficients for each iteration step of the SEM-algorithm

conv.sigmae

estimated variance \sigma_e for each iteration step of the SEM-algorothm

conv.VaCov

estimated covariance matrix of the random effects for each iteration step of the SEM-algorithm

conv.lambda

estimated lambda for the Box-Cox transformation for each iteration step of the SEM-algorithm

b.lambda

the number of burn-in iteration the SEM-algorithm used to estimate lambda

m.lambda

the number of additional iteration the SEM-algorithm used to estimate lambda

burnin

the number of burn-in iterations of the SEM-algorithm

samples

the number of additional iterations of the SEM-algorithm

classes

specified intervals

original.y

the dependent variable of the regression model measured on an interval-censored scale

call

the function call

References

Walter, P. (2019). A Selection of Statistical Methods for Interval-Censored Data with Applications to the German Microcensus, PhD thesis, Freie Universitaet Berlin

Statistical Methods for Interval Censored (Grouped) Data

Description

The package smicd supports the estimation of linear and linear mixed regression models (random slope and random intercept models) with interval censored dependent variable. Parameter estimates are obtain by a stochastic expectation maximization (SEM) algorithm (Walter, 2019). Standard errors are estimated by a non-parametric bootstrap in the linear regression model and by a parametric bootstrap in the linear mixed regression model. To handle departures from the model assumptions transformations (log and Box-Cox) of the interval censored dependent variable are incorporated into the algorithm (Walter, 2019). Furthermore, the package smicd has implemented a non-parametric kernel density algorithm for the direct (without covariates) estimation of statistical indicators from interval censored data (Walter, 2019; Gross et al., 2017). The standard errors of the statistical indicators are estimated by a non-parametric bootstrap.

Details

The two estimation functions for the linear and linear mixed regression model are called semLm and semLme. So far, only random intercept and random slope models are implemented. For both functions the following methods are available: summary.sem, print.sem and plot.sem.

The function for the direct estimation of statistical indicators is called kdeAlgo. The following methods are available: print.kdeAlgo and plot.kdeAlgo.

An overview of all currently provided functions can be requested by library(help=smicd).

References

Walter, P. (2019). A Selection of Statistical Methods for Interval-Censored Data with Applications to the German Microcensus, PhD thesis, Freie Universitaet Berlin

Gross, M., U. Rendtel, T. Schmid, S. Schmon, and N. Tzavidis (2017). Estimating the density of ethnic minorities and aged people in Berlin: Multivariate Kernel Density Estimation applied to sensitive georeferenced administrative data protected via measurement error. Journal of the Royal Statistical Society: Series A (Statistics in Society), 180.

Summarizing Linear and Linear Mixed Models estimated with the SEM

Description

summary method for class "sem".

Usage

## S3 method for class 'sem'
summary(object, ...)

Arguments

object

an object of class "sem".

...

additional arguments that are not used in this method.

Value

an object of type "summary.sem" with following components:

call

a list containing an image of the function call that produced the object.

coefficients

a table that returns the estimation parameters and the standard errors and confidence intervals in case that the standard erros are estimated.

standard errors

bootstraped standard errors

confidence intervals

bootstraped confidence intervals

two R2 measures

a multiple and adjusted R-squared

Exam scores from inner London

Description

Format

References

Estimation of Statistical Indicators from Interval-Censored Data

Description

Usage

Arguments

Details

Value

References

See Also

Examples

Fitted kdeAlgoObject

Description

Value

References

See Also

Plot Diagnostics for a kdeAlgo Object

Description

Usage

Arguments

Value

See Also

Plot Diagnostics for sem Objects

Description

Usage

Arguments

Value

References

See Also

Prints a kdeAlgo Object

Description

Usage

Arguments

See Also

Prints a sem Object

Description

Usage

Arguments

See Also

Prints a summary.sem Object

Description

Usage

Arguments

Linear Regression with Interval-Censored Dependent Variable

Description

Usage

Arguments

Details

Value

References

See Also

Examples

Linear Mixed Regression with Interval-Censored Dependent Variable

Description

Usage

Arguments

Details

Value

References

See Also

Examples

Fitted semObject

Description

Value

References

See Also

Statistical Methods for Interval Censored (Grouped) Data

Description

Details

References

Summarizing Linear and Linear Mixed Models estimated with the SEM

Description

Usage

Arguments

Value