case_resampling {robust2sls} | R Documentation |
Uses nonparametric case resampling for standard errors of parameters and gauge
Description
Uses nonparametric case resampling for standard errors of parameters and gauge
Usage
case_resampling(robust2sls_object, R, coef = NULL, m = NULL, parallel = FALSE)
Arguments
robust2sls_object |
An object of class |
R |
An integer specifying the number of resamples. |
coef |
A numeric or character vector specifying which structural
coefficient estimates should be recorded across bootstrap replications.
|
m |
A single numeric or vector of integers specifying for which
iterations the bootstrap statistics should be calculated. |
parallel |
A logical value indicating whether to run the bootstrap sampling in parallel or sequentially. See Details. |
Details
Argument parallel
allows for parallel computing using the
foreach package, so the user has to register a parallel backend before
invoking this command.
Argument coef
is useful if the model includes many controls whose
parameters are not of interest. This can reduce the memory space needed to
store the bootstrap results.
Value
case_resampling
returns an object of class
"r2sls_boot"
. This is a list with three named elements. $boot
stores the bootstrap results as a data frame. The columns record the
different test statistics, the iteration m
, and the number of the
resample, r
. The values corresponding to the original data is stored
as r = 0
. $resamples
is a list of length R
that stores
the indices for each specific resample. $original
stores the original
robust2sls_object
based on which the bootstrapping was done.