Computes and compares variance estimates using both delta-method and
bootstrap for a given estimator.
Usage
compare_variance_methods(
data,
estimator,
n_bootstrap = 1000,
n_folds = 2,
seed = NULL
)
Arguments
- data
An msd_data object
- estimator
Character string specifying the estimator
- n_bootstrap
Number of bootstrap replications
- n_folds
Number of folds for cross-fitting
- seed
Random seed
Value
A data frame comparing variance estimates
Examples
if (FALSE) { # \dontrun{
msd <- msd_data(observed = obs_df, unobserved = unobs_df)
comparison <- compare_variance_methods(msd, "dt_dip", n_bootstrap = 500)
print(comparison)
} # }