Estimating equation for the mean

Returns a 1-by-n matrix of estimating equation contributions for the mean: \(\psi_i(\theta) = w_i (Y_i - \theta)\).

Usage

ee_mean(theta, y, weights = NULL)

Arguments

theta

Numeric vector of length 1.

y

Numeric vector of observed values.

weights

Optional numeric vector of weights (same length as y). Default NULL assigns weight 1 to all observations.

Value

A 1-by-n matrix.

Examples

y <- c(1, 2, 3, 1, 4, 5, 3, 2, 6, 7)
psi <- function(theta) ee_mean(theta, y = y)
m <- m_estimate(stacked_equations = psi, init = 0)
coef(m)
#> theta_1 
#>     3.4