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fwildclusterboot
View on CRAN: Click
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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]
[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
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)
Other packages that cited fwildclusterboot R package
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Other R packages that fwildclusterboot depends,
imports, suggests or enhances
Functions, R codes and Examples using
the fwildclusterboot R package
Some associated functions: boot_aggregate . boot_ssc . boottest.felm . boottest.fixest . boottest.ivreg . boottest.lm . boottest . confint.boottest . find_proglang . glance.boottest . glance.mboottest . mboottest.felm . mboottest.fixest . mboottest.lm . mboottest . nobs.boottest . nobs.mboottest . plot.boottest . print.boottest . print.mboottest . pval.boottest . pval.mboottest . pval . reexports . setBoottest_engine . summary.boottest . summary.mboottest . teststat.boottest . teststat.mboottest . teststat . tidy.boottest . tidy.mboottest . voters .
Some associated R codes: RcppExports.R . arg_checks.R . boot_aggregate.R . boot_algo_fastnreliable.R . boot_algo_fastnwild.R . boot_algo_julia.R . boot_algo_textbook_cpp.R . boot_ssc.R . boottest_felm.R . boottest_fixest.R . boottest_ivreg.R . boottest_lm.R . crosstab.R . fwildclusterboot-package.R . get_bootstrap_pvalue.R . get_scores.R . get_weights.R . globals.R . gtools_permutations.R . invert_p_val.R . mboottest_felm.R . mboottest_fixest.R . mboottest_lm.R . methods.R . model_matrix.R . onLoad.R . p_val_null.R . preprocess2.R . run_bootstrap.R . srr-stats-standards.R . utils.R . voters-data.R . Full fwildclusterboot package functions and examples
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