CVb: Critical values for CIs based on a biased Gaussian estimator.

In kolesarm/RDHonest: Honest Inference in Regression Discontinuity Designs

Critical values for CIs based on a biased Gaussian estimator.

Description

Computes the critical value cv_{1-\alpha}(B) such that the confidence interval X\pm cv_{1-\alpha}(B) has coverage 1-\alpha, where the estimator X is normally distributed with variance equal to 1 and maximum bias at most B.

Usage

CVb(B, alpha = 0.05)

Arguments

B	Maximum bias, vector of non-negative numbers.
alpha	Determines CI level, 1-\alpha. Scalar between 0 and 1.

Value

Vector of critical values, one for each value of maximum bias supplied by B.

Examples

## 90% critical value:
CVb(B = 1, alpha = 0.1)
## Usual 95% critical value
CVb(0)
## Returns vector with 3 critical values
CVb(B = c(0, 0.5, 1), alpha = 0.05)

kolesarm/RDHonest documentation built on April 14, 2024, 3:27 a.m.