| c_cube {RationalExp} | R Documentation |
Instrumental functions computations
Description
This function defines, for each specified value of r_n the set of indicator funtions h(X_i) which are the key elements for the RE test with co covariates
Usage
c_cube(X_adj, N, DX, r_n)
Arguments
X_adj |
the standardised version of the covariates X |
N |
the size of X |
DX |
the number of covariates |
r_n |
the parameter indexing the number of instrumental function, which is chosen according the the rule used in AS y default. |
Value
a list containing, in order:
- X_adj he standardised version of the covariates X
- r_n the parameter indexing the number of instrumental function, which is chosen according the the rule used in AS y default.
- g_col a vector containing part of the weights
- Q_AR a matrix with the weights that enter the statistic T
- G_X a binary matrix indexing the observations X that fall into the hypercubes indexed by h.