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Calculation of variance/sigma squared for price index

CalcIndS2.Rd

Calculation of sigma squared for a price index.

Usage

CalcIndS2(data, baseVar, pVar, groupVar, type = c("carli", "dutot", "jevons"))

Arguments

data

The dataset

baseVar

The variable name for the base goods price.

pVar

The variable name for the goods price.

groupVar

The variable used for grouping observations - sometimes called the elementary group

type

The type of index to calculate. Choose from: 'carli', 'dutot', 'jevons'

Value

s2

sigma squred values for each strata group

ai

adjustment factor used in calculations

zmat

Matrix of z values which can be used to check for outliers

Examples

{
# Call in test dataset for an index
data(priceData)

# Calculate s2 for an index
ss <- CalcIndS2(data = priceData, baseVar = "b1", pVar = "p1", groupVar = "varenr", 
type = "carli")
ss <- CalcIndS2(data = priceData, baseVar = "b1", pVar = "p1", groupVar = "coicop", 
type = "jevons")

# print out s2 values
ss$s2
}
#>           1           2           3           4           5           6 
#> 0.001978245 0.001990785 0.002007839 0.002246234 0.001714990 0.001735577 
#>           7           8           9          10 
#> 0.002014489 0.002415221 0.002093395 0.001990386