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DESCRIPTION
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DESCRIPTION
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Package: fwildclusterboot
Title: Fast Wild Cluster Bootstrap Inference for Linear Models
Version: 0.14.3
Authors@R: c(
person("Alexander", "Fischer", , "[email protected]", role = c("aut", "cre")),
person("David", "Roodman", role = "aut"),
person("Megha", "Joshi",
role = "rev",
comment = "Megha reviewed the package (v. 0.13) for ropensci
, see <https://github.com/ropensci/software-review/issues/546>"
),
person("Eunseop", "Kim",
role = "rev",
comment = "Eunseop reviewed the package (v. 0.13) for ropensci
, see <https://github.com/ropensci/software-review/issues/546>"
),
person("Achim", "Zeileis", role = "ctb",
comment = "Author of included sandwich fragments"),
person("Nathaniel", "Graham", role = "ctb",
comment = "Contributor to included sandwich fragments"),
person("Susanne", "Koell", role = "ctb",
comment = "Contributor to included sandwich fragments"),
person("Laurent", "Berge", role = "ctb",
comment = "Author of included fixest fragments"),
person("Sebastian", "Krantz", role = "ctb")
)
Description: 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.
License: GPL-3
URL: https://s3alfisc.github.io/fwildclusterboot/
BugReports: https://github.com/s3alfisc/fwildclusterboot/issues/
Imports:
collapse,
dqrng,
dreamerr,
Formula,
generics,
gtools,
JuliaConnectoR,
Matrix,
Rcpp,
rlang,
summclust
Suggests:
bench,
broom,
clubSandwich,
covr,
data.table,
fabricatr,
fixest,
gt,
ivreg,
knitr,
lfe,
lmtest,
modelsummary,
rmarkdown,
sandwich,
testthat (>= 3.0.0),
tibble,
MASS
LinkingTo:
Rcpp,
RcppArmadillo,
RcppEigen
VignetteBuilder:
knitr
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
LazyData: true
Roxygen: list(markdown = TRUE, roclets = c ("namespace", "rd",
"srr::srr_stats_roclet"))
RoxygenNote: 7.2.3
SystemRequirements: Version Requirements to run the wild bootstrap through
Julia - Julia (>= 1.8), WildBootTests.jl (>=0.9.8). Julia is
downloadable via the official Julia website
(https://julialang.org/downloads/), WildBootTests.jl via Julia's
package manager (https://docs.julialang.org/en/v1/stdlib/Pkg/) or its
github repository (https://github.com/droodman/WildBootTests.jl)