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Calculates the probability of a type I error for a test in bootstrapped DEA models.
typeIerror(shat,s)
Returns the probability of a type I error
The value of the statistic for which the probability of a type I error is to be calculated
Vector with calculated values of the statistic for each of the NREP bootstraps; NREP is from dea.boot
NREP
dea.boot
Peter Bogetoft and Lars Otto larsot23@gmail.com
Needs bootstrapped values of the test statistic
boot.sw98 in FEAR, Paul W. Wilson (2008), “FEAR 1.0: A Software Package for Frontier Efficiency Analysis with R,” Socio-Economic Planning Sciences 42, 247--254
boot.sw98
# Probability of getting something larger than 1.96 in 10000 random # standard normal variates. x <- rnorm(10000) typeIerror(1.96,x)
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