This is an internal function to separately compute the bootsrap test statsitic.
boot_stat(u, Y_tilde, X, D, epsilon, N3, p, prec, N, sample_mat,
generalized, weights, y_grid, phi_n, M_bar, DX)bootstrap index;
the vector stacking the realisations y then the anticipated values psi of respective sizes n_y and n_p.
the matrix of covariates. Set to a vector of 1 by default (in which case the test without covariates is performed).
the vector stacking the dummies for the dataset of realisation : n_y ones then n_p zeros
the parameter epsilonon in Section 3 of DGM. Default value is 0.05.
equals to N if covariates, to 1 other wise.
the parameter p in Section 3 of DGM. Default is 0.05.
the number of points to be tested. Default is 30.
the total numeber of obs
matrix of bootrap indexes
"Add" if additive shocks for the generalized test
survey weights
the grid points. Default is quantile(Y_tilde,seq(0,1,length.out=30)).
the GMS function in DGM
the quantilty bar m in section 2 of DGM
the total number of covariates
By default, the test is implemented without covariates. To perform the test with covariates, one has to indicate in X a non-constant vector or matrix. Also, one can perform the <U+00AB> generalized <U+00BB> tests allowing for aggregate shocks by using the dummy variable generalized. Survey weights can be added. The user can modify the number of cores used by R to reduce the computational time. Tuning parameters used in the test can also be modified.