CvM.stat: Cramer - von Mises statistics

Description Usage Arguments Value Author(s) References

View source: R/CvM.stat.R

Description

Calculates the Cramer-von Mises test statistic

T(S_n)=\frac{1}{2q}∑_{i=1}^{2q}≤ft(H^-_n(S_{n,i})-H^+_n(S_{n,i})\right)^2

where H^-_n(\cdot) and H^+_n(\cdot) are the empirical CDFs of the the sample of baseline covariates close to the cutoff from the left and right, respectively. See equation (12) in Canay and Kamat (2017).

Usage

1

Arguments

Sn

Numeric. The pooled sample of induced order statistics. The first column of S can be viewed as an independent sample of W conditional on Z being close to zero from the left. Similarly, the second column of S can be viewed as an independent sample of W conditional on Z being close to the cutoff from the right. See section 3 in Canay and Kamat (2017).

Value

Returns the numeric value of the Cramer - von Mises test statistic.

Author(s)

Maurcio Olivares Gonzalez

Ignacio Sarmiento Barbieri

References

Canay, I and Kamat V, (2017) Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design. http://faculty.wcas.northwestern.edu/~iac879/wp/RDDPermutations.pdf


ignaciomsarmiento/RATest documentation built on Nov. 4, 2018, 8:41 p.m.