s3alfisc / fwildclusterboot

Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
https://s3alfisc.github.io/fwildclusterboot/
GNU General Public License v3.0
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Sparse Matrix Support #116

Closed s3alfisc closed 1 year ago

s3alfisc commented 1 year ago

Move all MNW algorithms (bootstrap types 11, 13, 31, 33) to sparse matrices - more efficient estimation with high dimensional fixed effects. Additionally, types "x3" will also work with fixed effects that are not nested within clusters. fyi @kylebutts