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Date
24 octobre 2017
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- 1710.09707
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Intervals, Confidence Limits, Confidence Confidence limits Regions, Confidence Confidence regionsCiter ce document
Hiroaki Kaido et al., « Calibrated Projection in MATLAB: Users' Manual », arXiv - économie
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We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). This manual provides details on how to use the package for inference on projections of partially identified parameters. It also explains how to use the MATLAB functions we developed to compute confidence intervals on solutions of nonlinear optimization problems with estimated constraints.