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