lf.ts: 'Loss function' of the test statistic.

View source: R/BoundingCovariateEffects.R

lf.tsR Documentation

'Loss function' of the test statistic.

Description

This function implements the loss function used in computing the test statistic.

Usage

lf.ts(beta.sub, data, t, hp, c, r, inst.func.evals = NULL)

Arguments

beta.sub

Subvector of coefficient vector.

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

Unit vector containing unity at the location of the parameter of interest.

r

Value of the parameter of interest that is tested.

inst.func.evals

Pre-computed matrix of insturmental function evaluations. If not supplied, it will be computed during execution of this function.

Value

S-functions evaluation for the specified parameter vector.


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