Closed s3alfisc closed 1 year ago
First commit into new branch, fast_n_reliable, with implementations of WCRx3
and WCUx3
.
Next steps:
boottest.fixest
, boottest.felm
WCRx1
, WCRx3
boottest()
- likely soft-deprecate impose_null
function argument & instead introduce algo_type
argument with options WCR11
, WCR31
etc and engine
with options R
or WildBootTests.jl
. Additionally, implement changes to summclust::summclust
(which is used to compute CRV3 t-stats), which currently computes measures of leverage for all k covariates, as it can be slow.
Close this for now. I will open new issues for currently not-yet implemented functionality (fixed effect support, CIs, etc).
Paper: http://qed.econ.queensu.ca/faculty/mackinnon/working-papers/qed_wp_1485.pdf