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Achievement: Starstruckx2Achievement: Pull Sharkx3Achievement: YOLOAchievement: Pair ExtraordinaireAchievement: Quickdraw

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s3alfisc/README.md

Hi there 👋, I'm Alex!

In my free time, I develop R and Python packages that implement various inference procedures for linear regression. Every now and then, I write about these packages on my blog.

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  1. py-econometrics/pyfixest py-econometrics/pyfixest Public

    Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

    Python 188 36

  2. fwildclusterboot fwildclusterboot Public

    Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.

    R 24 4

  3. py-econometrics/wildboottest py-econometrics/wildboottest Public

    python module for wild cluster bootstrapping

    Python 7

  4. summclust summclust Public

    R module for cluster specific information (as in the Stata summclust module)

    R 6 2

  5. wildrwolf wildrwolf Public

    Romano-Wolf p-value adjustments for multiple hypotheses testing via the wild bootstrap for objects of type fixest and fixest_multi from the fixest package

    R 7 1