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]