search

asheshrambachan / HonestDiD

Robust inference in difference-in-differences and event study designs
Other
175 stars 45 forks source link

Pull Request for #36: Stop if sigma not PSD #37

Closed mcaceresb closed 1 year ago

mcaceresb commented 1 year ago

You said a warning, right? It could also be stop, but LMK if what I implemented is good.

asheshrambachan commented 1 year ago

@jonathandroth are you ok with only providing a warning if the var-cov matrix is not psd? If so, I'll merge this in before submitting to CRAN in #30.

jonathandroth commented 1 year ago

Sounds good to me! Thanks!

On Mon, Aug 14, 2023, 8:09 AM Ashesh Rambachan @.***> wrote:

@jonathandroth https://github.com/jonathandroth are you ok with only providing a warning if the var-cov matrix is not psd? If so, I'll merge this in before submitting to CRAN in #30 https://github.com/asheshrambachan/HonestDiD/pull/30.

— Reply to this email directly, view it on GitHub https://github.com/asheshrambachan/HonestDiD/pull/37#issuecomment-1677201841, or unsubscribe https://github.com/notifications/unsubscribe-auth/AE6EXFGPQKVYV6VGB2HGLITXVIINTANCNFSM6AAAAAA22PQZEE . You are receiving this because you were mentioned.Message ID: @.***>