nonparametric

<code>nonparametric</code> is used for nonparametric resampling, for example
nonparametric case or error/residual resampling. The function takes a vector
of indices that correspond to the indices of observations that should be used
in the resampling procedure.

An implementation of easy tools for outlier robust inference in
two-stage least squares (2SLS) models. The user specifies a reference
distribution against which observations are classified as outliers or not.
After removing the outliers, adjusted standard errors are automatically
provided. Furthermore, several statistical tests for the false outlier
detection rate can be calculated. The outlier removing algorithm can be
iterated a fixed number of times or until the procedure converges. The
algorithms and robust inference are described in more detail in Jiao (2019)
<https://drive.google.com/file/d/1qPxDJnLlzLqdk94X9wwVASptf1MPpI2w/view>.

Jonas Kurle

robust2sls

Outlier Robust Two-Stage Least Squares Inference and Testing

nonparametric function

<dl><dt>indices</dt>
<dd>A vector of indices (integer) from which to sample.</dd>
<dt>R</dt>
<dd>An integer specifying the number of resamples.</dd>
<dt>size</dt>
<dd>An integer specifying the size of the resample. Standard
bootstrap suggests to resample as many datapoints as in the original sample,
which is set as the default.</dd>
<dt>replacement</dt>
<dd>A logical value whether to sample with (TRUE) or without
(FALSE) replacement. Standard bootstrap suggests to resample with
replacement, which is set as the default.</dd>
<dt>seed</dt>
<dd><code>NULL</code> if seed should not be set explicitly or an integer to
which the seed is set. Since this function is usually used inside other
functions, it might not be desirable to set a seed explicitly.</dd></dl>

Arguments

Create indices for nonparametric bootstrap — nonparametric

<dl>

<dt>indices</dt>
<dd>A vector of indices (integer) from which to sample.</dd>


<dt>R</dt>
<dd>An integer specifying the number of resamples.</dd>


<dt>size</dt>
<dd>An integer specifying the size of the resample. Standard
bootstrap suggests to resample as many datapoints as in the original sample,
which is set as the default.</dd>


<dt>replacement</dt>
<dd>A logical value whether to sample with (TRUE) or without
(FALSE) replacement. Standard bootstrap suggests to resample with
replacement, which is set as the default.</dd>


<dt>seed</dt>
<dd><code>NULL</code> if seed should not be set explicitly or an integer to
which the seed is set. Since this function is usually used inside other
functions, it might not be desirable to set a seed explicitly.</dd>

</dl>

nonparametric: Create indices for nonparametric bootstrap

Description

Usage

Value

Arguments