Description Usage Arguments Value References
do_multboot
is the main function to implement
the multiplier bootstrap to estimate uniformly valid bands around the bounds.
1 | do_multboot(n, ndelta, psihat, sigmahat, ifvals, alpha = 0.05, B = 10000)
|
n |
sample size. |
ndelta |
number of delta parameters used. |
psihat |
Estimate of either lower or upper bound curve minus (epsilon x an estimate of the appropriate quantile). It is a (num eps points) x (ndelta) matrix. |
sigmahat |
Estimate of the variance of psihat at each value of eps grid. It is a (num eps points) x (ndelta) matrix. |
ifvals |
n x (num eps points) x ndelta array. It represents the "influence function" values associated with psihat. |
alpha |
confidence level. Default is 0.05. |
B |
number of rademacher rvs sampled. Default is 10000. |
a ndelta-dimensional vector calpha
equal to the z-score used
to construct bands of the form psi(eps) \pm calpha
* sigma(eps).
Kennedy, E. H. (2019). Nonparametric causal effects based on incremental propensity score interventions. Journal of the American Statistical Association, 114(526), 645-656.
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