get_empirical_variances function

Get empirical variances

This method implements the method of empirical variances as described in Gagnon-Bartsch, Jacob, and Speed (2013). This function is normally called from the function variance_adjust, and is not normally intended for stand-alone use.

get_empirical_variances(sigma2, betahat, bin = 10,
                        rescaleconst = NULL)

Arguments

• sigma2: Estimates of sigma^2
• betahat: Estimates of beta
• bin: The bin size
• rescaleconst: The expected value of the average of the smallest bin - 1 of bin independent chi-square random variables. This can be specified to save computational time (otherwise, it is calculated by simulation).

Returns

A vector of the empirical variances.

References

Removing Unwanted Variation from High Dimensional Data with Negative Controls. Gagnon-Bartsch, Jacob, and Speed, 2013. Available at: http://statistics.berkeley.edu/tech-reports/820.

Author(s)

Johann Gagnon-Bartsch

See Also

variance_adjust