wildboot: wildboot

In gragusa/grpack: Utility functions for econometric applications

wildboot

Description

Wild Bootstrap for regression model.

Usage

  wildboot(object, ...)

  ## S3 method for class 'reg'
 wildboot(object, reps = 999, null,
    type = c("radamacher", "mtp", "mn1", "mn2"), ...)

Arguments

a	suitable regression object
reps	number of bootstrap replications
null	a named list containing the null hypothesis
type	type of weighting (see details)
...	other arguments

Details

Calculate several wild bootstrapped t-statistics.

Value

An object of class wild.reg

NULL

Author(s)

Giuseppe Ragusa

Examples

data(CASchools)
CASchools <- transform(CASchools, testscore=(math+read)/2, str = students/teachers)


lm1 <- reg(testscore~str, cluster=county, data = CASchools)
wb1 <- wildboot(lm1, null = list(str=0))

gragusa/grpack documentation built on July 6, 2023, 12:07 a.m.