sd_test: Stochastic dominance test function

In SurrogateParadoxTest: Empirical Testing of Surrogate Paradox Assumptions

Stochastic dominance test function

Description

Runs the test of stochastic dominance given two vectors of surrogate values.

Usage

sd_test(s0, s1, alpha = 0.05)

Arguments

s0	Vector of surrogate values in control group.
s1	Vector of surrogate values in treatment group.
alpha	Desired alpha level of hypothesis test.

Value

s_hat	Value of test statistic
p.value	p-value of test
reject	Rejection decision of test

Author(s)

Emily Hsiao

References

Barrett, Garry F., and Stephen G. Donald. "Consistent tests for stochastic dominance." Econometrica 71.1 (2003): 71-104.

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