PSILOGIT.Methods.Weak.Weak

class Weak

This weak learner is a two-sided test based on the statistic \(\sum_{i=1}^n |\overline \pi_i^{\theta_0} - y_i|\) where \(\overline \pi^{\theta_0}\) is the expectation of the vector of observations under the null conditional to the selection event.

__init__()

Methods

__init__()
pval_weak_learner(statesnull, statesalt, barpi)	Computes the P-values obtained from the weak-learner which is a two-sided test based on the statistic \(\sum_{i=1}^n |\overline \pi^{\pi^0}_i-y_i|\) where \(\overline \pi^{\pi^0}\) is the expectation of the vector of observations under the null conditional to the selection event.