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Possible type in boot_algo3 #6

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amichuda opened this issue Oct 12, 2022 · 1 comment · May be fixed by #7
Closed

Possible type in boot_algo3 #6

amichuda opened this issue Oct 12, 2022 · 1 comment · May be fixed by #7
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@amichuda
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@s3alfisc

The arguments in the function reference, N_G_bootcluster, but the function uses two arguments, bootcluster and N_G. Was the underscore a typo?

https://github.com/s3alfisc/wildboottest/blob/b33df5fca1ea72986b47d33ebc575bc4068b4d81/src/boot_algo3.py#L3

@amichuda amichuda linked a pull request Oct 12, 2022 that will close this issue
@amichuda amichuda added this to the v0.1 milestone Oct 12, 2022
@s3alfisc
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N_G is not equal to N_G_bootcluster: N_G is the number of unique values in a cluster. If e.g. there we are clustering in two dimensions, the covariance matrix is

$$ \Sigma = \Sigma_{1} + \Sigma_{2} - \Sigma_{1,2} $$

with $N_{G1}$, $N_{G2}$ or $N_{G12}$ clusters. The clustering variable(s) is/are usually called clustid in the R code (which is a bad name, it should be called cluster, as you do in your code). For oneway clustering, clustid is a dataframe with three columns, and N_G is of length 3. N_G_bootcluster instead denotes the number of unique bootstrap clusters, which is identical to one of the cluster variables. For oneway clustering, N_G = N_G_bootcluster always holds.

@s3alfisc s3alfisc closed this as completed Nov 5, 2022
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