--- title: "BLE_SRS" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{BLE_SRS} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ```{r setup} library(BayesSampling) ``` # Application of the BLE to the Simple Random Sample design ### (From Section 2.3.1 of the "[Gonçalves, Moura and Migon: Bayes linear estimation for finite population with emphasis on categorical data](https://www150.statcan.gc.ca/n1/en/catalogue/12-001-X201400111886)") In a simple model, where there is no auxiliary variable, and a Simple Random Sample was taken from the population, we can calculate the Bayes Linear Estimator for the individuals of the population with the _BLE_SRS()_ function, which receives the following parameters: * $y_s$ - either a vector containing the observed values or just the value for the sample mean ($\sigma$ and $n$ parameters will be required in this case); * $N$ - total size of the population; * $m$ - prior mean. If _NULL_, sample mean will be used (non-informative prior); * $v$ - prior variance of an element from the population ($> \sigma^2$). If _NULL_, it will tend to infinity (non-informative prior); * $\sigma$ - prior estimate of variability (standard deviation) within the population. If _NULL_, sample variance will be used; * $n$ - sample size. Necessary only if $y_s$ represent sample mean (will not be used otherwise). ### Vague Prior Distribution Letting $v \to \infty$ and keeping $\sigma^2$ fixed, that is, assuming prior ignorance, the resulting estimator will be the same as the one seen in the design-based context for the simple random sampling case.\ This can be achieved using the _BLE_SRS()_ function by omitting either the prior mean and/or the prior variance, that is: * $m =$ _NULL_ - the sample mean will be used * $v =$ _NULL_ - prior variance will tend to infinity ### Examples 1. We will use the TeachingSampling's BigCity dataset for this example (actually we have to take a sample of size $10000$ from this dataset so that R can perform the calculations). Imagine that we want to estimate the mean or the total Expenditure of this population, after taking a simple random sample of only 20 individuals, but applying a prior information (taken from a previous study or an expert's judgment) about the mean expenditure (a priori mean = $300$). ```{r ex 1, message=FALSE, warning=FALSE} data(BigCity) set.seed(1) Expend <- sample(BigCity$Expenditure,10000) mean(Expend) #Real mean expenditure value, goal of the estimation ys <- sample(Expend, size = 20, replace = FALSE) ``` Our design-based estimator for the mean will be the sample mean: ```{r ex 1.1} mean(ys) ``` Applying the prior information about the population we can get a better estimate, especially in cases when only a small sample is available: ```{r ex 1.2} Estimator <- BLE_SRS(ys, N = 10000, m=300, v=10.1^5, sigma = sqrt(10^5)) Estimator$est.beta Estimator$Vest.beta Estimator$est.mean[1,] Estimator$Vest.mean[1:5,1:5] ``` 2. Example from the help page ```{r ex 2} ys <- c(5,6,8) N <- 5 m <- 6 v <- 5 sigma <- 1 Estimator <- BLE_SRS(ys, N, m, v, sigma) Estimator ``` 3. Example from the help page, but informing sample mean and sample size instead of sample observations ```{r ex 3} ys <- mean(c(5,6,8)) n <- 3 N <- 5 m <- 6 v <- 5 sigma <- 1 Estimator <- BLE_SRS(ys, N, m, v, sigma, n) Estimator ```