| boot_stat {RationalExp} | R Documentation |
Compute the bootstrap test statistic for parallel implementation
Description
This is an internal function to separately compute the bootsrap test statsitic.
Usage
boot_stat(u, Y_tilde, X, D, epsilon, N3, p, prec, N, sample_mat,
generalized, weights, y_grid, phi_n, M_bar, DX)
Arguments
u |
bootstrap index; |
Y_tilde |
the vector stacking the realisations y then the anticipated values psi of respective sizes n_y and n_p. |
X |
the matrix of covariates. Set to a vector of 1 by default (in which case the test without covariates is performed). |
D |
the vector stacking the dummies for the dataset of realisation : n_y ones then n_p zeros |
epsilon |
the parameter epsilonon in Section 3 of DGM. Default value is 0.05. |
N3 |
equals to N if covariates, to 1 other wise. |
p |
the parameter p in Section 3 of DGM. Default is 0.05. |
prec |
the number of points to be tested. Default is 30. |
N |
the total numeber of obs |
sample_mat |
matrix of bootrap indexes |
generalized |
"Add" if additive shocks for the generalized test |
weights |
survey weights |
y_grid |
the grid points. Default is quantile(Y_tilde,seq(0,1,length.out=30)). |
phi_n |
the GMS function in DGM |
M_bar |
the quantilty bar m in section 2 of DGM |
DX |
the total number of covariates |
Details
By default, the test is implemented without covariates. To perform the test with covariates, one has to indicate in X a non-constant vector or matrix. Also, one can perform the « generalized » tests allowing for aggregate shocks by using the dummy variable generalized. Survey weights can be added. The user can modify the number of cores used by R to reduce the computational time. Tuning parameters used in the test can also be modified.