RDTEfficiencyBound | R Documentation |
Compute efficiency of minimax one-sided CIs at constant functions, or efficiency of two-sided fixed-length CIs at constant functions under second-order Taylor smoothness class.
RDTEfficiencyBound(object, opt.criterion = "FLCI", beta = 0.5)
object |
An object of class |
opt.criterion |
Either |
beta |
Determines quantile of excess length for evaluating minimax
efficiency of one-sided CIs. Ignored if |
Efficiency bound, a numeric vector of length one.
Timothy B. Armstrong and Michal Kolesár. Optimal inference in a class of regression models. Econometrica, 86(2):655–683, March 2018. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3982/ECTA14434")}
r <- RDHonest(voteshare ~ margin, data=lee08,
subset=abs(margin)<10, M=0.1, h=2)
RDTEfficiencyBound(r, opt.criterion="OCI")
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