Bug where supt cis may be too wide

JMSLab / xtevent

Stata package -xtevent-

MIT License

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Bug where supt cis may be too wide #171

Closed jorpppp closed 5 months ago

jorpppp commented 5 months ago

There is a bug with the sup-t confidence intervals as they may be too wide.

jorpppp commented 5 months ago

In https://github.com/JMSLab/xtevent/commit/5b042a8383c9165c01d6df0044e9381465374948 I changed the sup-t code because of discrepancies with the Matlab implementation. The critical value coming out from the original Stata implementation was slightly off (by about 0.1 in my tests) so the sup-t CIs in previous versions before these bug fix were conservative.

jorpppp commented 5 months ago

Summary: In this issue we fixed a bug with the sup-t CIs where they were slightly wide. Thread continues in #172