mboot function

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, pl = FALSE, cores = 1)

Arguments

• inf.func: an influence function
• DIDparams: DIDparams object
• pl: whether or not to use parallel processing in the multiplier bootstrap, default=FALSE
• cores: the number of cores to use with parallel processing, default=1

Returns

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