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Empirical correction factor

Source: R/performance-stats.R
sim_correction_factor.Rd

Computes the ratio of the empirical 95th percentile of squared t-statistics to the theoretical chi-squared(1) 95th percentile. Used to calibrate standard errors for coverage computation.

Usage

sim_correction_factor(test_stats)

Arguments

test_stats

Numeric vector of t-statistics.

Value

Scalar correction factor. Values > 1 indicate model SEs are too small.

See also

Other simulation-performance: sim_bias(), sim_correct_rejection_rate(), sim_coverage(), sim_mse(), sim_rejection_rate(), sim_type_s_error(), summarize_simulation()