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Multiplier Bootstrap

Source: R/mboot.R
mboot.Rd

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

Usage

mboot(inf.func, DIDparams, pl = FALSE, cores = 1, return_V = TRUE)

Arguments

inf.func

an influence function

DIDparams

DIDparams object

pl

whether or not to use parallel processing in the multiplier bootstrap, default=FALSE

cores

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

return_V

whether to compute and return the bootstrap variance matrix V. Default is TRUE. Internal callers that only consume bres, se, or crit.val set this to FALSE to skip the computation (it is the only O(biters x k^2) step in the function).

Value

list with elements

bres

results from each bootstrap iteration

V

variance matrix (NULL when return_V = FALSE)

se

standard errors

crit.val

a critical value for computing uniform confidence bands