full.beta.bs: Construct the full beta vector in the 'fsst' procedure

In conroylau/lpinfer: An R Package for Inference in Linear Programs

Construct the full beta vector in the fsst procedure

Description

This function concatenate the beta.obs, beta.shp and beta.tgt components to form the full beta vector. In particular, the full vector is defined as \widehat{\bm{\beta}}_n vector that is defined as \widehat{\bm{\beta}}_n \equiv (\widehat{\bm{\beta}}_{{\rm obs},n}, \bm{\beta}_{{\rm shp},n}, \bm{\beta}_{{\rm tgt}})'.

Usage

full.beta.bs(lpmodel, beta.tgt, beta.obs.bs, R)

Arguments

lpmodel	The lpmodel object.
beta.tgt	The value to be tested.
beta.obs.bs	The bootstrap estimates of beta.obs.
R	The number of bootstrap replications.

Value

List of full beta vectors

beta.bs

The list of full beta vector \{\widehat{\bm{\beta}}_{n,b}\}^B_{b=1}.

conroylau/lpinfer documentation built on Oct. 25, 2024, 4 a.m.