RATest

Randomization Tests

A collection of randomization tests, data sets and examples. The current version focuses on two testing problems and their implementation in empirical work. First, it facilitates the empirical researcher to test for particular hypotheses, such as comparisons of means, medians, and variances from k populations using robust permutation tests, which asymptotic validity holds under very weak assumptions, while retaining the exact rejection probability in finite samples when the underlying distributions are identical. Second, the description and implementation of a permutation test for testing the continuity assumption of the baseline covariates in the sharp regression discontinuity design (RDD) as in Canay and Kamat (2017) <https://goo.gl/UZFqt7>. More specifically, it allows the user to select a set of covariates and test the aforementioned hypothesis using a permutation test based on the Cramer-von Miss test statistic. Graphical inspection of the empirical CDF and histograms for the variables of interest is also supported in the package.

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Description file content

Package
RATest
Type
Package
Title
Randomization Tests
Description
A collection of randomization tests, data sets and examples. The current version focuses on two testing problems and their implementation in empirical work. First, it facilitates the empirical researcher to test for particular hypotheses, such as comparisons of means, medians, and variances from k populations using robust permutation tests, which asymptotic validity holds under very weak assumptions, while retaining the exact rejection probability in finite samples when the underlying distributions are identical. Second, the description and implementation of a permutation test for testing the continuity assumption of the baseline covariates in the sharp regression discontinuity design (RDD) as in Canay and Kamat (2017) . More specifically, it allows the user to select a set of covariates and test the aforementioned hypothesis using a permutation test based on the Cramer-von Miss test statistic. Graphical inspection of the empirical CDF and histograms for the variables of interest is also supported in the package.
Version
0.1.2
Maintainer
Mauricio Olivares-Gonzalez
Depends
R (>= 3.00), ggplot2(>= 2.2.1), gridExtra
Imports
stats, quantreg
License
GPL (>= 2)
Encoding
UTF-8
LazyData
true
RoxygenNote
6.0.1
Author
Mauricio Olivares-Gonzalez [aut, cre], Ignacio Sarmiento-Barbieri [aut]
Collate
'CvM.stat.R' 'H.cdf.R' 'RDperm.R' 'RPT.R' 'lee2008.R' 'plot.RDperm.R' 'summary.RDperm.R' 'summary.RPT.R'
Suggests
knitr, rmarkdown
VignetteBuilder
knitr
NeedsCompilation
no
Packaged
2018-01-22 23:16:53 UTC; iki
Repository
CRAN
Date/Publication
2018-01-23 04:16:27 UTC

install.packages('RATest')

0.1.2

8 months ago

Mauricio Olivares-Gonzalez

GPL (>= 2)

Depends on

R (>= 3.00), ggplot2(>= 2.2.1), gridExtra

Imports

stats, quantreg

Suggests

knitr, rmarkdown

Discussions