monotonicity_test: Monotonicity test

In SurrogateParadoxTest: Empirical Testing of Surrogate Paradox Assumptions

Monotonicity test

Description

Runs the test of monotonicity for a regression function.

Usage

monotonicity_test(X, Y, h = NA, m = 5, bootstrap_n = 100, 
alpha = 0.05)

Arguments

X	Vector of X values.
Y	Vector of Y values.
h	Bandwidth for the kernel smoother.
m	Window size to calculate linear regression.
bootstrap_n	Desired number of bootstrap samples.
alpha	Desired alpha level of the test.

Value

T_m_value	Value of the test statistic.
p_val	p-value of test
reject	whether the test rejects the null
T_m_samples	Vector of bootstrapped values of test statistic

Author(s)

Emily Hsiao

References

Hall, Peter, and Nancy E. Heckman. "Testing for monotonicity of a regression mean by calibrating for linear functions." Annals of Statistics (2000): 20-39.

SurrogateParadoxTest documentation built on April 4, 2025, 5:11 a.m.