Return an estimator on a different scale

Return an estimator on a different scale

Return an estimator on a different scale

scale_est(obs_est = NULL, grad = NULL, scale = "identity")

scale_est(obs_est = NULL, grad = NULL, scale = "identity")

Arguments

obs_est

the observed VIM estimate

grad

the estimated efficient influence function

scale

the scale to compute on

Value

the scaled estimate

the scaled estimate

Details

It may be of interest to return an estimate (or confidence interval) on a different scale than originally measured. For example, computing a confidence interval (CI) for a VIM value that lies in (0,1) on the logit scale ensures that the CI also lies in (0, 1).

It may be of interest to return an estimate (or confidence interval) on a different scale than originally measured. For example, computing a confidence interval (CI) for a VIM value that lies in (0,1) on the logit scale ensures that the CI also lies in (0, 1).