Multiplier Bootstrap
A function to take an influence function and use the multiplier bootstrap to compute standard errors and critical values for uniform confidence bands.
mboot(inf.func, DIDparams)
inf.func |
an influence function |
DIDparams |
DIDparams object |
list with elements
bres |
results from each bootstrap iteration |
V |
variance matrix |
se |
standard errors |
crit.val |
a critical value for computing uniform confidence bands |
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.