mboot: Multiplier Bootstrap

In did: Treatment Effects with Multiple Periods and Groups

Multiplier Bootstrap

Description

A function to take an influence function and use the multiplier bootstrap to compute standard errors and critical values for uniform confidence bands.

Usage

mboot(inf.func, DIDparams, pl = FALSE, cores = 1)

Arguments

inf.func	an influence function
DIDparams	DIDparams object
pl	whether or not to use parallel processing in the multiplier bootstrap, default=FALSE
cores	the number of cores to use with parallel processing, default=1

Value

list with elements

bres	results from each bootstrap iteration
V	variance matrix
se	standard errors
crit.val	a critical value for computing uniform confidence bands

did documentation built on July 20, 2022, 5:06 p.m.