Description Usage Arguments Value Examples
This function implements the parametric bootstrap (see Section 2.3 of the referenced paper). The user supplies point estimates, standard errors and optionally, a ranking function.
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beta |
Parameter estimates |
se |
Estimated standard error of beta. Defaults to 1. |
rank.func |
A function that takes as first argument the t-statistics beta/se and returns a list with items order and rank. See rcc:::basic_rank for an example. If NULL, the basic_rank function will be used which ranks based on the size of the test statistics. |
theta |
Possibly shrunken estimates of E[beta]. Defaults to beta. |
level |
Confidence level |
n.rep |
Number of bootstrap replications |
use.abs |
Base the rank on abs(beta) rather than beta |
... |
Additional parameters to pass to rank.func |
A data frame giving original estimates and standard errors, confidence intervals, debiased point estimates, and rank for each parameter.
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