Multiplier Bootstrap for Conditional Moment Test

Source: R/conditional_did_pretest.R

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

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

Arguments

inf.func

an influence function

DIDparams

DIDparams object

cores

The number of cores to use to bootstrap the test statistic in parallel. Default is cores=1 which corresponds to not running parallel.

Value

list

bres

CvM test statistics for each bootstrap iteration

crit.val

critical value for CvM test statistic