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  • Silverman test

    Dear all,
    I'm trying to carry out a Silverman test using silvtest command.
    I'm puzzled on how to set the critical bandwidth whose significance level is assessed by the bootstrap procedure.
    Basically, for each number of modes to be tested, I'm doing

    set seed 220409
    boot bootsam, arg(var, criticalbandwidth) iterate(#)

    and then

    silvtest ysm _rep, critbw(#) mval(#) nurfin(#) cnmodes(1)


    Any ideas on how to do this?
    Thanks.
    giorgioc
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