# boot_stat: Compute the bootstrap test statistic for parallel... In RationalExp: Rationalizing Rational Expectations. Tests and Deviations

## Description

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

## Usage

 ```1 2``` ```boot_stat(u, Y_tilde, X, D, epsilon, N3, p, prec, N, sample_mat, generalized, weights, y_grid, phi_n, M_bar, DX) ```

## Arguments

 `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

## Details

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.

RationalExp documentation built on May 2, 2019, 2:07 a.m.