Description Usage Arguments Details

This is an internal function to separately compute the bootsrap test statsitic.

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`u` |
bootstrap index; |

`Y_tilde` |
the vector stacking the realisations y then the anticipated values psi of respective sizes n_y and n_p. |

`X` |
the matrix of covariates. Set to a vector of 1 by default (in which case the test without covariates is performed). |

`D` |
the vector stacking the dummies for the dataset of realisation : n_y ones then n_p zeros |

`epsilon` |
the parameter epsilonon in Section 3 of DGM. Default value is 0.05. |

`N3` |
equals to N if covariates, to 1 other wise. |

`p` |
the parameter p in Section 3 of DGM. Default is 0.05. |

`prec` |
the number of points to be tested. Default is 30. |

`N` |
the total numeber of obs |

`sample_mat` |
matrix of bootrap indexes |

`generalized` |
"Add" if additive shocks for the generalized test |

`weights` |
survey weights |

`y_grid` |
the grid points. Default is quantile(Y_tilde,seq(0,1,length.out=30)). |

`phi_n` |
the GMS function in DGM |

`M_bar` |
the quantilty bar m in section 2 of DGM |

`DX` |
the total number of covariates |

By default, the test is implemented without covariates. To perform the test with covariates, one has to indicate in X a non-constant vector or matrix. Also, one can perform the <c2><ab> generalized <c2><bb> tests allowing for aggregate shocks by using the dummy variable generalized. Survey weights can be added. The user can modify the number of cores used by R to reduce the computational time. Tuning parameters used in the test can also be modified.

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