Compare variance estimates across methods

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

obs_df <- data.frame(
  Y = rnorm(100), S0 = rnorm(100), S1 = rnorm(100),
  D = rep(c(1, 0), each = 50)
)
unobs_df <- data.frame(
  S0 = rnorm(200), S1 = rnorm(200), D = rep(c(1, 0), each = 100)
)
msd <- msd_data(observed = obs_df, unobserved = unobs_df)
comparison <- compare_variance_methods(msd, "dt_dip", n_bootstrap = 100, seed = 1)
print(comparison)
#>                Method   Estimate   Variance        SE   CI_Lower  CI_Upper
#> ci_lower Delta-method 0.08456805 0.04819244 0.2195278 -0.3456985 0.5148346
#>             Bootstrap 0.10692238 0.05166501 0.2272994 -0.4237820 0.4832869