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
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Bug for multi-parameter hypotheses when `boot_algo = "R-lean"` #53
Closed
s3alfisc closed 1 year ago
When
boot_algo = "R-lean"
,fwildclusterboot
0.9 and earlier versions always test hypotheses of the form$$ \beta{k} = 0 \textit{ vs } \beta{k} \neq 0 $$
even when a hypothesis of the form
$$ R\beta = r \textit{ vs } R\beta \neq r $$
was specified in
boottest()
.This is now fixed in the
ropensci
development branch with commit 8a1ed770c06a52c8be15f0512cae7f6e68346701.