Releases: py-econometrics/wildboottest
Releases · py-econometrics/wildboottest
`wildboottest` 0.3.1
wildboottest v0.2.0
- Upgrades the required
numba
version to0.57
so thatwildboottest
can run with Python3.11
. - Parallelizes some
numba
for loops and adds aparallel
argument towildboottest
, which isTrue
by default.
Add support for non-clustered wild bootstrap
With version 0.1.7
, it is possible to run a non-clustered wild bootstrap. Here is a brief example:
import pandas as pd
import statsmodels.formula.api as sm
from wildboottest.wildboottest import wildboottest
df = pd.read_csv("https://raw.github.com/vincentarelbundock/Rdatasets/master/csv/sandwich/PetersenCL.csv")
model = sm.ols(formula='y ~ x', data=df)
wildboottest(model, param = "x", B = 999)
# | param | statistic | p-value |
# |:--------|------------:|----------:|
# | x | 36.448 | 0.000 |