Other packages > Find by keyword >

fwildclusterboot  

Fast Wild Cluster Bootstrap Inference for Linear Models
View on CRAN: Click here


Download and install fwildclusterboot package within the R console
Install from CRAN:
install.packages("fwildclusterboot")

Install from Github:
library("remotes")
install_github("cran/fwildclusterboot")

Install by package version:
library("remotes")
install_version("fwildclusterboot", "0.13.0")



Attach the package and use:
library("fwildclusterboot")
Maintained by
Alexander Fischer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-16
Latest Update:
Description:
Implementation of fast algorithms for wild cluster bootstrap inference developed in 'Roodman et al' (2019, 'STATA' Journal, ) 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.
How to cite:
Alexander Fischer (2021). fwildclusterboot: Fast Wild Cluster Bootstrap Inference for Linear Models. R package version 0.13.0, https://cran.r-project.org/web/packages/fwildclusterboot. Accessed 05 Mar. 2026.
Previous versions and publish date:
0.3.1 (2021-02-16 10:10), 0.3.2 (2021-02-26 16:10), 0.3.3 (2021-04-12 19:10), 0.3.4 (2021-05-01 19:20), 0.3.5 (2021-06-20 16:00), 0.3.6 (2021-08-02 01:10), 0.3.7 (2021-09-14 13:10), 0.4 (2021-10-08 10:30), 0.5.1 (2021-11-07 01:20), 0.5 (2021-11-03 19:20), 0.7 (2022-01-03 20:00), 0.8 (2022-04-19 02:04), 0.9 (2022-06-10 23:20), 0.12.1 (2023-01-23 15:00), 0.12 (2022-10-16 01:02), 0.13.0 (2023-02-26 02:00)
Other packages that cited fwildclusterboot R package
View fwildclusterboot citation profile
Other R packages that fwildclusterboot depends, imports, suggests or enhances
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

diffIRT  
Diffusion IRT Models for Response and Response Time Data
Package to fit diffusion-based IRT models to response and response time data. Models are fit using ...
Download / Learn more Package Citations See dependency  
imagefx  
Extract Features from Images
Synthesize images into characteristic features for time-series analysis or machine learning applicat ...
Download / Learn more Package Citations See dependency  
pinp  
'pinp' is not 'PNAS'
A 'PNAS'-alike style for 'rmarkdown', derived from the 'Proceedings of the National Academy of Scie ...
Download / Learn more Package Citations See dependency  
roccv  
ROC for Cross Validation Results
Cross validate large genetic data while specifying clinical variables that should always be in the m ...
Download / Learn more Package Citations See dependency  
ClimClass  
Climate Classification According to Several Indices
Classification of climate according to Koeppen - Geiger, of aridity indices, of continentality indi ...
Download / Learn more Package Citations See dependency  
neat  
Efficient Network Enrichment Analysis Test
Includes functions and examples to compute NEAT, the Network Enrichment Analysis Test described in ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA