fsst.beta.star.bs: Computes the bootstrap estimates of the starred version of...
In conroylau/lpinfer: An R Package for Inference in Linear Programs

fsst.beta.star.bs

R Documentation

Computes the bootstrap estimates of the starred version of `beta.obs`

Description

This function computes the bootstrap estimates of \widehat{\bm{β}}^\star_n.

Usage

fsst.beta.star.bs(
  data,
  lpmodel,
  beta.n,
  beta.n.bs,
  beta.tgt,
  weight.mat,
  beta.obs.hat,
  beta.obs.bs,
  R,
  sigma.beta.obs,
  solver,
  df.error,
  p,
  d,
  progress,
  eval.count
)

Arguments

`data`	An `data frame` or a `matrix`.
`lpmodel`	The `lpmodel` object.
`beta.n`	The sample \widehat{\bm{β}}_n vector that is defined as \widehat{\bm{β}}_n \equiv (\widehat{\bm{β}}_{{\rm obs},n}, \bm{β}_{{\rm shp},n}, \bm{β}_{{\rm tgt}})'.
`beta.n.bs`	The bootstrap estimates of `beta.n`.
`beta.tgt`	The value to be tested.
`weight.mat`	The weighting matrix for the `fsst` procedure.
`beta.obs.hat`	The sample estimator \widehat{\bm{β}}_{\mathrm{obs}, n} based on the given information in `lpmodel` (and `data` if applicable).
`beta.obs.bs`	The bootstrap estimates of `beta.obs`.
`R`	The number of bootstrap replications.
`sigma.beta.obs`	An estimator of the asymptotic variance for `beta.obs`.
`solver`	The name of the linear and quadratic programming solver that is used to obtain the solution to linear and quadratic programs. The solvers supported by this package are `cplexAPI`, `gurobi`, `limSolve` and `Rcplex`.
`df.error`	A table showing the id of the bootstrap replication(s) with error(s) and the corresponding error message(s).
`p`	The length of the beta vector.
`d`	The number of columns of the `A` matrix.
`progress`	The boolean variable for whether the progress bars should be displayed. If it is set as `TRUE`, the progress bars will be displayed while the code is running.
`eval.count`	The count for the number of times the `future_map` function has been called. If this object is zero, it means that the `future_map` function is being called for the first time in this subprocedure. Otherwise, it means that the `future_map` function has been called for more than once. This situation typically refers to the situations where there are some errors in the first time of the replications.

Value

Return the following list of objects:

`beta.star`	This corresponds to \widehat{\bm{β}}^\star.
`beta.star.bs`	This corresponds to the bootstrap estimates of \widehat{\bm{β}}^\star.
`x.star`	This corresponds to \bm{x}^\star, which is the solution to the quadratic program `beta.star.qp`.
`x.star.bs`	This corresponds to the bootstrap estimates of \bm{x}^\star.
`df.error`	A table showing the id of the bootstrap replication(s) with error(s) and the corresponding error message(s).
`new.error`	The number of new errors.
`error.id`	The indices of the bootstrap replications that give errors.