bootValidate_Pval: Title Bootstrap validation for object of model...

In EOgundimu300/HeckmanSelect: Regularization method for binary Heckman selection model

Description

Title Bootstrap validation for object of model "HeckPval"(only implemented for Normal error distribution)

Usage

bootValidate_Pval(object, data, mboot = 50, seed, ...)

Arguments

object	a fitted object of class inheriting from "HeckPval"
data	data matrix containing both the outcome and selection variables
mboot	number of bootstrap samples. 50 bootstrap samples are used if not specified
seed	integer value set for reproducibility
...

Value

coefficients: same as in coef

nonconvergence: the number of samples that did not converge in the bootstrap sample

alpha: significance level: validation is based on model fitting without variable selection when alpha=1

resu: data matrix containing apparent, bootstrap, test and optimism corrected performance measures

Vectors of performance measures for each bootstrap sample are also returned

Examples

res <- HeckPval(selection, outcome, data=data,alpha=0.05)
bootValidate_Pval(res, data=data, mboot=2, seed=1)

EOgundimu300/HeckmanSelect documentation built on Feb. 5, 2022, 2:48 a.m.