jointcalib

Repository for a small package for joint calibration of totals, quantiles and other metrics

https://github.com/ncn-foreigners/jointcalib

Keywords

Repository

Repository for a small package for joint calibration of totals, quantiles and other metrics

README.Rmd

---
output: github_document
---





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```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```

# Overview

## Details

A small package for joint calibration of totals and quantiles for probability and non-probability surveys as well as causal inference based on observational data. The package combines the following approaches:

-   Deville, J. C., and Särndal, C. E. (1992). [Calibration estimators
    in survey
    sampling](https://www.tandfonline.com/doi/abs/10.1080/01621459.1992.10475217).
    Journal of the American statistical Association, 87(418), 376-382.
-   Harms, T. and Duchesne, P. (2006). [On calibration estimation for
    quantiles](https://www150.statcan.gc.ca/n1/pub/12-001-x/2006001/article/9255-eng.pdf).
    Survey Methodology, 32(1), 37.
-   Wu, C. (2005) [Algorithms and R codes for the pseudo empirical
    likelihood method in survey
    sampling](https://www150.statcan.gc.ca/n1/pub/12-001-x/2005002/article/9051-eng.pdf),
    Survey Methodology, 31(2), 239.
-   Zhang, S., Han, P., and Wu, C. (2023) [Calibration Techniques
    Encompassing Survey Sampling, Missing Data Analysis and Causal
    Inference](https://onlinelibrary.wiley.com/doi/10.1111/insr.12518),
    International Statistical Review 91, 165--192.


which allows to calibrate weights to known (or estimated) totals and
quantiles jointly. As an backend for calibration
[sampling](https://CRAN.R-project.org/package=sampling)
(`sampling::calib`), [laeken](https://CRAN.R-project.org/package=laeken)
(`laeken::calibWeights`),
[survey](https://CRAN.R-project.org/package=survey) (`survey::grake`) or
[ebal](https://CRAN.R-project.org/package=ebal) (`ebal::eb`) package can
be used. One can also apply empirical likelihood using codes from Wu
(2005) with support of `stats::constrOptim` as used in Zhang, Han and Wu
(2022).

| backend    | method                                        | function called        |
|---------------|-------------------------------------------|---------------|
| `sampling` | `c("raking", "linear", "logit", "truncated")` | `sampling::calib`      |
| `laeken`   | `c("raking", "linear", "logit")`              | `laeken::calibWeights` |
| `survey`   | `c("raking", "linear", "logit", "sinh")`      | `survey::grake` |
| `ebal`     | `eb`                                          | `ebal::eb`             |
| `base`     | `el`                                         | R code and `stats::constrOptim` |

Currently supports:

-   calibration of quantiles,
-   calibration of quantiles and totals,
-   calibration using standard calibration (i.e. Deville and Särndal, 1992), empirical likelihood and
    entropy balancing method,
-   covariate distribution entropy balancing for ATT and QTT (distributional entropy balancing; DEB) via the [ebal](https://CRAN.R-project.org/package=ebal) package,
-   covariate distribution balancing propensity score for ATE and QTE (distributional propensity score; DPS) via the [CBPS](https://CRAN.R-project.org/package=CBPS) package.

Further plans:

-   generalized calibration via `sampling::gencalib`,
-   calibration for Gini and other metrics,
-   ...

For details see:

-   Beręsewicz M, and Szymkowiak, M. (2023). [A note on joint calibration estimators for 
    totals and quantiles](https://arxiv.org/abs/2308.13281), working paper (arxiv 2308.13281).
-   Beręsewicz M (2023). [Survey calibration for causal inference: a simple method to balance covariate distributions](https://arxiv.org/abs/2310.11969), working paper (arxiv 2310.11969).
    
## Funding

Work on this package is supported by the the National Science Centre,
OPUS 22 grant no. 2020/39/B/HS4/00941.

## Installation

You can install CRAN version of the package using

```{r, eval = FALSE}
install.packages("jointCalib")
```

You can install the development version of `jointCalib` from GitHub
with:

```{r, eval=FALSE}
# install.packages("remotes")
remotes::install_github("ncn-foreigners/jointCalib")
```

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