fwildclusterboot
0.13.0Fast Wild Cluster Bootstrap Inference for Linear Models
Overview
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.
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- Examples that run
- 41%
- Documented parameters
- 97%
- Return-value docs
- 88%
- References docs
- 27%
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16 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2024-05-29issues were not corrected in time
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.13.02023-02-26 · diff ↗
- 0.12.12023-01-23 · diff ↗
- unarchivedReturned to CRAN2023-01-23
- archivedRemoved from CRAN2022-11-02issues were not corrected in time
- unarchivedReturned to CRAN2022-10-16
- 0.122022-10-15 · diff ↗
- archivedRemoved from CRAN2022-10-09requires archived package 'Matrix.utils'
- 0.92022-06-10 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.82022-04-18 · diff ↗
- 0.72022-01-03 · diff ↗
- 0.5.12021-11-06 · diff ↗
Show 13 earlier events
- 0.52021-11-03 · diff ↗
- 0.42021-10-08 · diff ↗
- unarchivedReturned to CRAN2021-10-08
- archivedRemoved from CRAN2021-10-05check problems were not corrected in time
- 0.3.72021-09-14 · diff ↗
- 0.3.62021-08-01 · diff ↗
- 0.3.52021-06-20 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.3.42021-05-01 · diff ↗
- 0.3.32021-04-12 · diff ↗
- 0.3.22021-02-26 · diff ↗
- 0.3.12021-02-16
- RR 4.0.0 released · 2020-04-24
Package metadata
- Total releases
- 16
- License
- GPL-3 OSI
- Bundled data
- 14 KB / 1 file
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