# Generate data.
set.seed(100)
n <- 1e3
X <- cbind(1, rnorm(n))
Z <- cbind(1, rnorm(n))
data <- rBNR(X = X, Z = Z, b = c(1, 0), a = c(-1, 0), t_miss = 0.1, s_miss = 0.1)
# Test 1st coefficient.
wald_test1 <- Test.BNR(
t = data[, 1],
s = data[, 2],
X = X,
Z = Z,
is_zero = c(TRUE, FALSE),
test = "Wald"
)
score_test1 <- Test.BNR(
t = data[, 1],
s = data[, 2],
X = X,
Z = Z,
is_zero = c(TRUE, FALSE),
test = "Score"
)
# Test 2nd coefficient.
wald_test2 <- Test.BNR(
t = data[, 1],
s = data[, 2],
X = X,
Z = Z,
is_zero = c(FALSE, TRUE),
test = "Wald"
)
score_test2 <- Test.BNR(
t = data[, 1],
s = data[, 2],
X = X,
Z = Z,
is_zero = c(FALSE, TRUE),
test = "Score"
)
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