Multiplier Bootstrap for Conditional Moment Test

A slightly modified multiplier bootstrap procedure for the pre-test of the conditional parallel trends assumption

Usage

test.mboot(inf.func, DIDparams, cores = 1)

Arguments

inf.func

an influence function

DIDparams

DIDparams object

cores

Unused; retained for backward compatibility. The multiplier bootstrap is computed with vectorized matrix operations in a single process, so this argument has no effect here. In conditional_did_pretest, cores parallelizes only Step 1 (computing the test statistic).

Value

list

bres

CvM test statistics for each bootstrap iteration

crit.val

critical value for CvM test statistic