CvM.stat: Cramer - von Mises statistics

In RATest: Randomization Tests

Cramer - von Mises statistics

Description

Calculates the Cramer-von Mises test statistic

T(S_n)=\frac{1}{2q}∑_{i=1}^{2q}≤ft(H^-_n(S_{n,i})-H^+_n(S_{n,i})\right)^2

where H^-_n(\cdot) and H^+_n(\cdot) are the empirical CDFs of the the sample of baseline covariates close to the cutoff from the left and right, respectively. See equation (12) in Canay and Kamat (2017).

Usage

CvM.stat(Sn)

Arguments

Sn

Numeric. The pooled sample of induced order statistics. The first column of S can be viewed as an independent sample of W conditional on Z being close to zero from the left. Similarly, the second column of S can be viewed as an independent sample of W conditional on Z being close to the cutoff from the right. See section 3 in Canay and Kamat (2017).

Value

Returns the numeric value of the Cramer - von Mises test statistic.

Author(s)

Maurcio Olivares

Ignacio Sarmiento Barbieri

References

Canay, I and Kamat V, (2018) Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design. The Review of Economic Studies, 85(3): 1577-1608

RATest documentation built on Sept. 29, 2022, 9:08 a.m.