Multiplier Bootstrap

Function for using multiplier bootstrap to conduct inference

Usage

mboot2(inffunc, biters = 1000, alp = 0.05)

Arguments

inffunc

influence function matrix

biters

number of bootstrap iterations; default is 100

alp

significance level; default is 0.05

Value

list with the following elements:

• boot_se: bootstrap standard errors

• crit_val: critical value for uniform confidence bands