[R] Apply weights to the Efron Approximation
Bessy
piglet630 at hotmail.com
Thu Jul 9 15:32:37 CEST 2009
Dear all,
I want to apply weights to my sample data set and I am struggling with the
Efron Approximation with weights.
I have got one sample data shown as below:
customer week arrest fin age race weight 1 weight 2 weight 3
1 20 1 1 27 1 2 15 2
2 17 1 0 18 1 2 19 1
3 25 1 1 19 0 2 20 1
4 52 0 1 23 1 2 5 1
5 52 0 0 19 0 2 11 1
6 25 1 0 19 0 2 26 1
I applied four different weighted Efron Formulas (all are derived by myself)
to the data set above and have got the following results for 3 weight sets
based on those 4 formulas, respectively.
weight 1 Formula 1 Formula 2 Formula 3 Formula 4
R software replicated by weights
fin -0.235912234 -0.530843641 -0.471823965 -0.471823965
-0.4718 -0.5308
age -0.052005981 -0.122613988 -0.104018973 -0.104018973 -0.104
-0.1226
race 0.637573013 1.404345693 1.275165398 1.275165398 1.2752 1.4043
weight 2 Formula 1 Formula 2 Formula 3 Formula 4 R
software replicated by weight
fin 0.600334761 -0.32212452 -0.178028949 -0.244162408 -0.25062 -0.32212
age 0.105321888 -0.214932275 -0.112459016 -0.146957807 -0.14607 -0.21493
race 5.742146326 2.258934182 2.043479975 1.921804334 1.94056
2.25893
weight 3 Formula 1 Formula 2 Formula 3 Formula 4
R software replicated by weights
fin -0.984946984 -0.909980273 -0.333235566 -0.80272443 -0.802724
-0.90998
age 0.036891147 0.03225069 -0.194126398 -0.004544225 -0.004544
0.03225
race 0.962911927 1.305255425 1.435340831 1.318038014 1.318038
1.30526
"replicated by weights" means that I also replicated individuals as many
times as indicated by weights and applied unweighted Efron approximation to
the replication of the dataset.
The formula 4 can give me same results as the unweighted ones if I apply the
same weights to each individual and also can give me the close results to
the ones calculated by R (efron method+weights) if I apply different weights
to each individual. these results are close to the R's but not exactly the
same.
I don't know why and what the problem is with my formulas. Could anyone give
me some help, please?
I will really appreciate it.
I have attached my four weighted Efron formulas with this message already.
Bessy
http://www.nabble.com/file/p24410214/Weighted%2BEfron%2BApproximation_Formulas_Examples.pdf
Weighted+Efron+Approximation_Formulas_Examples.pdf
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