Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
GNU General Public License v3.0
22
stars
4
forks
source link
`boottest()` thows no error for fixest models with varying slopes fixed effects #126
Closed
s3alfisc closed 1 year ago
E.g. for models as
boottest does not throw an error when no cluster variable is specified.
Instead, it continues to control for
~var1 + var2
as fixed effects.If a cluster variable is specified, the following error pops up:
Hence not as critical as I had feared - only the heteroskedastic bootstrap is affected - but still not great.