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, return_V = TRUE)

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
return_V	whether to compute and return the bootstrap variance matrix V. Default is TRUE. Internal callers that only consume bres, se, or crit.val set this to FALSE to skip the computation (it is the only O(biters x k^2) step in the function).

Value

list with elements

bres	results from each bootstrap iteration
V	variance matrix (NULL when return_V = FALSE)
se	standard errors
crit.val	a critical value for computing uniform confidence bands

did documentation built on June 13, 2026, 5:07 p.m.