snoopingcvs: Snooping-adjusted critical values

In kolesarm/BWSnooping: Confidence invervals robust to bandwidth snooping

Description

Data frame of precomputed snooping-adjusted critical values, using the function DFSnoopingCV. The data frame is used by SnoopingCV to look up the appropriate critical value

Usage

snoopingcvs

Format

There are TODO rows and 9 columns:

kernel

kernel function

order

Order of local polynomial (0 for local constant)

boundary

Boundary or interior regression?

t

ratio of maximum to minimum bandwidth

level

confidence level

onesided

Critical value for one-sided CIs

twosided

Critical value for two-sided CIs

ua.onesided

Coverage of unadjusted one-sided CIs

ua.onesided

Coverage of unadjusted two-sided CIs

Source

Computed by running snoopingcvs <- DFSnoopingCV(S=60000, T=10000, 1000)

kolesarm/BWSnooping documentation built on May 20, 2019, 12:54 p.m.