Compute effective sample size of weighted sample
Computes the effective sample size (ESS) of a weighted sample, which represents the size of an unweighted sample with approximately the same amount of precision as the weighted sample under consideration.
ESS(w)
w |
a vector of weights |
The ESS is calculated as sum(w)^2/sum(w^2).
McCaffrey, D. F., Ridgeway, G., & Morral, A. R. (2004). Propensity Score Estimation With Boosted Regression for Evaluating Causal Effects in Observational Studies. Psychological Methods, 9(4), 403–425. doi: 10.1037/1082-989X.9.4.403
Shook-Sa, B. E., & Hudgens, M. G. (2020). Power and Sample Size for Marginal Structural Models. ArXiv:2003.05979 [Stat]. https://arxiv.org/abs/2003.05979
library("cobalt")
data("lalonde", package = "cobalt")
#Balancing covariates between treatment groups (binary)
(W1 <- weightit(treat ~ age + educ + married +
nodegree + re74, data = lalonde,
method = "ps", estimand = "ATE"))
summary(W1)
ESS(W1$weights[W1$treat == 0])
ESS(W1$weights[W1$treat == 1])Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.