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Releases: py-econometrics/wildboottest

`wildboottest` 0.3.1

31 Aug 17:26
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  • Relaxes version requirements of multiple dependencies.

wildboottest v0.2.0

21 Sep 21:14
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  • Upgrades the required numba version to 0.57 so that wildboottest can run with Python 3.11.
  • Parallelizes some numba for loops and adds a parallel argument to wildboottest, which is True by default.

Add support for non-clustered wild bootstrap

29 Dec 17:30
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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 |