mboot {triplediff}R Documentation

Multiplier Bootstrap

Description

This function take an influence function and use the multiplier bootstrap to compute standard errors and critical values for uniform confidence bands.

Usage

mboot(inf_func, did_preprocessed, use_parallel = FALSE, cores = 1)

Arguments

inf_func

an influence function

did_preprocessed

A dp object obtained after preprocess

use_parallel

Boolean of whether or not to use parallel processing in the multiplier bootstrap, default is use_parallel=FALSE

cores

the number of cores to use with parallel processing, default is cores=1

Value

A list with following elements

bres

results from each bootstrap iteration.

V

variance matrix.

se

standard errors.

crit_val

a critical value for computing uniform confidence bands.


[Package triplediff version 0.1.0 Index]