Run Klein & Vella Monte Carlo simulation — run_klein_vella_monte_carlo • hetid

Run Klein & Vella Monte Carlo simulation

Usage

run_klein_vella_monte_carlo(
  config,
  n_sims = .hetid_const("N_SMALL"),
  methods = c("ols", "klein_vella_param"),
  parallel = FALSE,
  n_cores = NULL,
  progress = TRUE,
  seed = NULL
)

Arguments

config: Klein & Vella configuration object
n_sims: Number of simulations
methods: Methods to compare
parallel: Whether to use parallel processing
n_cores: Number of cores for parallel processing
progress: Whether to show progress bar
seed: Random seed

Value

Data frame with Monte Carlo results