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)
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
Value
list with elements
- bres
results from each bootstrap iteration
- V
variance matrix
- se
standard errors
- crit.val
a critical value for computing uniform confidence bands
