get.cvLLn: Compute the critical value of the test statistic.

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

Compute the critical value of the test statistic.

Description

This function computes the critical value following the algorithm of Section 4.3 in Bei (2024).

Usage

get.cvLLn(
  BetaI.r,
  data,
  t,
  hp,
  c,
  r,
  par.space,
  inst.func.evals = NULL,
  alpha = 0.95
)

Arguments

BetaI.r	Matrix containing in its columns the minimizers of the S-function leading to the test statistic.
data	Data frame.
t	Time point of interest. Also allowed to be a vector of time points (used in estimating the model under assumed time- independent coefficients).
hp	List of hyperparameters.
c	Projection vector.
r	Result of projection of parameter vector onto c.
par.space	Bounds on the parameter space.
inst.func.evals	Matrix of precomputed instrumental function evaluations for each observation in the data set. If NULL, the evaluations will be computed during execution of this function. Default is inst.func.evals = NULL.
alpha	Confidence level.

Value

The critical value for the test statistic.

References

Bei, X. (2024). Local linearieation based subvector inference in moment inequality models. Journal of Econometrics. 238:105549-

depCensoring documentation built on April 4, 2025, 1:52 a.m.