guide-inequalities

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Bootstrap Critical Value

Bootstrap Critical Value

cvalue_eb2s(
  x_data,
  alpha,
  beta = alpha/50,
  bootstrap_replications = NULL,
  rng_seed = NULL,
  bootstrap_indices = NULL
)

Arguments

x_data

an n x k matrix of evaluated moment functions.

alpha

the confidence level required for the first stage test.

beta

optional confidence level required for the second stage test.

bootstrap_replications

the number of bootstrap replications. Required if bootstrap_indices is not specified.

rng_seed

the seed for replication purposes. If not specified, the seed is not set.

bootstrap_indices

an integer vector of indices to use for the bootstrap. If this is specified, bootstrap_replications and rng_seed will be ignored. If this is not specified, bootstrap_replications is required.

Value

a float for the critical value.