CRS.CI | R Documentation |
This helper function computes confidence intervals by test inversion using linearity.
CRS.CI(c.beta, G, alpha = 0.05, nj = 1)
c.beta |
vector of parameters entering the null hypothesis c'beta - with one estimator per cluster (q x 1) |
G |
the group of all trasformations (use random.G to get) |
alpha |
significance level (dafault 0.05) |
nj |
q x 1 vector of sample sizes in each cluster (for alternative weighting) |
The 1-alpha confidence interval for c'beta
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