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: 2023-02-26
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 02 Feb. 2025.
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

cleandata  
To Inspect and Manipulate Data; and to Keep Track of This Process
Functions to work with data frames to prepare data for further analysis. The functions for imputati ...
Download / Learn more Package Citations See dependency  
CPNCoverageAnalysis  
Conceptual Properties Norming Studies as Parameter Estimation
Implementation of conceptual properties norming studies, including estimates of CPNs parameters with ...
Download / Learn more Package Citations See dependency  
bndovb  
Bounding Omitted Variable Bias Using Auxiliary Data
Functions to implement a Hwang(2021) estimator, which bounds an omitted v ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
listcompr  
List Comprehension for R
Syntactic shortcuts for creating synthetic lists, vectors, data frames, and matrices using list com ...
Download / Learn more Package Citations See dependency  
cptcity  
'cpt-city' Colour Gradients
Incorporates colour gradients from the 'cpt-city' web archive available at ...
Download / Learn more Package Citations See dependency  

23,580

R Packages

204,057

Dependencies

63,980

Author Associations

23,581

Publication Badges

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