Inverts the bootstrap p-value and calculates confidence sets
invert_p_val2(
object,
boot_iter,
point_estimate,
se_guess,
clustid,
sign_level,
vcov_sign,
impose_null,
p_val_type,
tol,
maxiter
)A object of type boottest
An integer. Number of bootstrap iterations
A scalar. Point estimate of the coefficient of interest from the regression model
A scalar vector of dimension 2. A guess of the standard error that initiates the p-value inversion.
A vector with the clusters
A numeric between 0 and 1. Sets to confidence level: sign_level = 0.05 returns 0.95% confidence intervals
Controls addition / substraction of individual covariance matrices for multiway clustering
Logical. Controls if the null hypothesis is imposed on the bootstrap dgp or not. Null imposed - WCR - by default. If FALSE, unrestricted WCU
type Type of p-value. By default "two-tailed". Other options: "equal-tailed", ">", "<"
the desired accuracy (convergence tolerance) for confidence interval inversion. 1e-6 by default.
maximum number of iterations for confidence interval inversion. 10 by default.
A list containing the calculated confidence interval, the t-statistics and corresponding p-values used in the grid search.