gamma_CI: Confidence set for estimated threshold location following...
In fditraglia/forcedMigration: Forced Migration Package
gamma_CI R Documentation
Confidence set for estimated threshold location following Hansen (1999, JOE)
Description
Confidence set for estimated threshold location following Hansen (1999, JOE)
Usage
gamma_CI(results, alpha = 0.05)
Arguments
results
List of results from bootstrap_F1
alpha
Confidence level. Defaults to 0.05
Value
Vector of values for gamma from results$gamma_seq that do not
give a significantly different sum of squared residuals than results$gamma_hat
based on a likelihood ratio test with level alpha
Examples
test_data <- dgp_threshold()
results <- bootstrap_F1(test_data$X, test_data$Y)
gamma_CI(results)
fditraglia/forcedMigration documentation built on July 16, 2022, 12:33 p.m.
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| gamma_CI | R Documentation |
Confidence set for estimated threshold location following Hansen (1999, JOE)
Description
Confidence set for estimated threshold location following Hansen (1999, JOE)
Usage
gamma_CI(results, alpha = 0.05)
Arguments
results |
List of results from bootstrap_F1 |
alpha |
Confidence level. Defaults to 0.05 |
Value
Vector of values for gamma from results$gamma_seq that do not
give a significantly different sum of squared residuals than results$gamma_hat
based on a likelihood ratio test with level alpha
Examples
test_data <- dgp_threshold() results <- bootstrap_F1(test_data$X, test_data$Y) gamma_CI(results)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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