Net change between two panel waves, with honest variance

Estimates a net change (a statistic in wave 2 minus the same statistic in wave 1) from a wave_bootstrap(), decomposing its variance into V1, V2 and the sampling covariance the overlap induces: V = V1 + V2 - 2*Cov. Because the bootstrap replicates are coordinated by PSU, Cov emerges from them – no analytic covariance formula. Reports the correlation rho and deff_change = V / (V1 + V2), i.e. how much the overlap lowered the variance of the change relative to treating the waves as independent.

Usage

change_estimate(
  wb,
  statistic,
  waves = NULL,
  level = 0.95,
  type = c("absolute", "relative"),
  by = NULL,
  ci_type = c("normal", "t", "percentile"),
  df = NULL
)

change_mean(
  wb,
  variable,
  waves = NULL,
  level = 0.95,
  type = c("absolute", "relative"),
  by = NULL
)

change_total(
  wb,
  variable,
  waves = NULL,
  level = 0.95,
  type = c("absolute", "relative"),
  by = NULL
)

Arguments

wb

a weightflow_wave_boot from wave_bootstrap().

statistic

a function function(w, data) returning a single number, evaluated on each wave's weights and data (e.g. function(w, d) weighted.mean(d$y, w)).

waves

optional length-2 character vector naming the two waves (defaults to the first two).

level

confidence level for the interval.

type

"absolute" (default) for the net change theta2 - theta1, or "relative" for the relative change theta2 / theta1 - 1 (e.g. the percent change of a rate). The relative change's variance comes from the coordinated replicate distribution of the ratio (bootstrap) or the delta method on the level pieces (jackknife), so the overlap covariance is captured either way. V1, V2, cov, rho always describe the levels.

by

optional name of a grouping column present in both waves: returns one change per domain (a weightflow_change_by table) instead of a single change.

ci_type

interval type: "normal" (default, z-based), "t" (Student t with df degrees of freedom, wider and safer with few PSUs) or "percentile" (bootstrap only).

df

degrees of freedom for the "t" interval; NULL (default) uses the design df stored on the object (total PSUs minus strata).

variable

name of a numeric variable present in both waves.

Value

an object of class weightflow_change with the estimate, se, V, V1, V2, Vind = V1 + V2, cov, rho, deff_change and the confidence interval; or, with by=, a weightflow_change_by holding one row per domain.

See also

wave_bootstrap(), change_mean(), change_total(), level_estimate()