Standard error estimate for SPVIM values

Source: R/spvim_se.R

Compute standard error estimates based on the estimated influence function for a SPVIM value of interest.

spvim_se(ics, idx = 1, gamma = 1, na_rm = FALSE)

Arguments

ics

the influence function estimates based on the contributions from sampling observations and sampling subsets: a list of length two resulting from a call to spvim_ics.

idx

the index of interest

gamma

the proportion of the sample size used when sampling subsets

na_rm

remove NAs?

Value

The standard error estimate for the desired SPVIM value

Details

Since the processes for sampling observations and subsets are independent, the variance for a given SPVIM estimator is simply the sum of the variances based on sampling observations and on sampling subsets.

See also

spvim_ics for how the influence functions are estimated.