Find one-way (intercept) correction for cell estimates

For a given geography j, there may be a value pi_j which is the ground truth. The analyst has C cells with estimates of pi_c that may be biased. This function, proposed by Ghitza and Gelman and Ghitza, will find a intercept shift for all C cells to best fit the total pi`. It is the argmin of the sum of absolute values of the deviation.

calib_oneway(tgt, ests, n, search = c(-5, 5))

Source

FindDelta function at https://github.com/Catalist-LLC/unemployment/blob/master/unemployment_cps_mrp/helper_functions/GetYHat.R

Also see Evan T. R. Rosenman and Santiago Olivella, "Recalibration of Predictive Models as Approximate Probabilistic Updates" https://arxiv.org/abs/2112.06674

Arguments

tgt

The true target

ests

A vector of current estimate, by cell

n

The sample size of the estimates, by cell

search

The lower and upper endpoints of the interval to search

Value

The value of delta or the intercept that minimizes the absolute deviation in total. The value is on the logit scale. To translate to a probability, use invlogit.

See also

calib_twoway

Author

Yair Ghitza

Examples

 biased_ests <- ccesMRPrun:::invlogit(rnorm(n = 100, mean = 1, sd = 1))
 sizes <- rbinom(n = 100, size = 100, prob = 0.1)
 tru <- 0.5

 calib_oneway(tgt = tru, ests = biased_ests, n = sizes)
#> [1] -1.09807