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Default number of bootstrap replications not consistent #2

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statzhero opened this issue Oct 22, 2022 · 1 comment
Open

Default number of bootstrap replications not consistent #2

statzhero opened this issue Oct 22, 2022 · 1 comment

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@statzhero
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Is there a reason why fwb() sets it to 999 but vcovFWB() sets R = 1000?
@ngreifer
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Actually yes! For the percentile confidence interval to be exact, the number of replications should be 1 less than a multiple of 100. For calculating a variance, this doesn't matter.

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@statzhero @ngreifer