get.test.statistic: Obtain the test statistic by minimizing the S-function over...

View source: R/BoundingCovariateEffects.R

get.test.statisticR Documentation

Obtain the test statistic by minimizing the S-function over the feasible region \beta(r).

Description

Obtain the test statistic by minimizing the S-function over the feasible region \beta(r).

Usage

get.test.statistic(
  beta.init,
  data,
  par.space,
  t,
  hp,
  c,
  r,
  inst.func.evals = NULL
)

Arguments

beta.init

Starting value of minimization algorithm.

data

Data frame.

par.space

Matrix containing the bounds on the parameter space.

t

Time point at which to evaluate beta. 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

hypothesised value of the projection.

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.

Value

A list containing the value of the test statistic and the parameter at which this value was attained.


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