sd_test {SurrogateParadoxTest} | R Documentation |
Stochastic dominance test function
Description
Runs the test of stochastic dominance given two vectors of surrogate values.
Usage
sd_test(s0, s1, alpha = 0.05)
Arguments
s0 |
Vector of surrogate values in control group. |
s1 |
Vector of surrogate values in treatment group. |
alpha |
Desired alpha level of hypothesis test. |
Value
s_hat |
Value of test statistic |
p.value |
p-value of test |
reject |
Rejection decision of test |
Author(s)
Emily Hsiao
References
Barrett, Garry F., and Stephen G. Donald. "Consistent tests for stochastic dominance." Econometrica 71.1 (2003): 71-104.
[Package SurrogateParadoxTest version 1.0 Index]