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SurrogateParadoxTest (version 2.0)

sd_test: 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)

Value

s_hat

Value of test statistic

p.value

p-value of test

reject

Rejection decision of test

Arguments

s0

Vector of surrogate values in control group.

s1

Vector of surrogate values in treatment group.

alpha

Desired alpha level of hypothesis test.

Author

Emily Hsiao

References

Barrett, Garry F., and Stephen G. Donald. "Consistent tests for stochastic dominance." Econometrica 71.1 (2003): 71-104.