zepid.calc.utils.rubins_rules

zepid.calc.utils.rubins_rules(point_estimates, std_error)

Function to merge multiple imputed data sets into a single summary estimate and variance. Results are based on Rubin’s Rules for merging estimates. The summary point estimate is calculated via

\[\bar{\beta} = m^{-1} \sum_{k=1}^m \hat{\beta_k}\]

where m is the number of imputed data sets. The variance is calculated via

\[Var(\hat{\beta}) = m_{-1} \sum_{k=1}^m Var(\hat{\beta}) + (1 + m^{-1})(m-1)^{-1} \sum_{k=1}^m (\hat{\beta_k} - \bar{\beta})^2\]

The variance is constructed from the within-sample variance and the between sample variance

Notes

If your point estimates correspond to ratios, be sure to provide the natural-log transformed point estimates and the variance of the natural-log estimate

Parameters:
  • point_estimates (list) – Container object of the point estimates
  • std_error (list) – Container object of the estimate standard errors
Returns:

Tuple of summary beta, summary standard error

Return type:

tuple

Examples

>>> from zepid.calc import rubins_rules
>>> rr_est = []
>>> rr_std = []

Calculating summary estimate

>>> b = rubins_rules(rr_est, rr_std)

Printing the summary risk ratio

>>> print("RR = ", np.exp(b[0]))
>>> print("95% LCL:", np.exp(b[0] - 1.96*b[1]))
>>> print("95% UCL:", np.exp(b[0] + 1.96*b[1]))

References

Rubin DB. (2004). Multiple imputation for nonresponse in surveys (Vol. 81). John Wiley & Sons.