| Name : R-fwildclusterboot
| |
| Version : 0.13.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp155.3.6
| Date : 2024-09-12 10:58:40
|
| Group : Development/Libraries/Other
| Source RPM : R-fwildclusterboot-0.13.0-lp155.3.6.src.rpm
|
| Size : 1.25 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Fast Wild Cluster Bootstrap Inference for Linear Models
|
Description :
Implementation of fast algorithms for wild cluster bootstrap inference
developed in \'Roodman et al\' (2019, \'STATA\' Journal,
< doi:10.1177/1536867X19830877>) and \'MacKinnon et al\' (2022), which
makes it feasible to quickly calculate bootstrap test statistics based
on a large number of bootstrap draws even for large samples. Multiple
bootstrap types as described in \'MacKinnon, Nielsen & Webb\' (2022) are
supported. Further, \'multiway\' clustering, regression weights,
bootstrap weights, fixed effects and \'subcluster\' bootstrapping are
supported. Further, both restricted (\'WCR\') and unrestricted (\'WCU\')
bootstrap are supported. Methods are provided for a variety of fitted
models, including \'lm()\', \'feols()\' (from package \'fixest\') and
\'felm()\' (from package \'lfe\'). Additionally implements a
\'heteroskedasticity-robust\' (\'HC1\') wild bootstrap. Last, the package
provides an R binding to \'WildBootTests.jl\', which provides additional
speed gains and functionality, including the \'WRE\' bootstrap for
instrumental variable models (based on models of type \'ivreg()\' from
package \'ivreg\') and hypotheses with q > 1.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
