s3alfisc / wildboottestjlr

Fast Wild Cluster Bootstrap Inference for OLS/IV in R based on WildBootTests.jl & JuliaConnectoR
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wildboottestjlr changed to public #21

Closed s3alfisc closed 2 years ago

s3alfisc commented 2 years ago

wildboottestjlr now passes all unit tests against fwildclusterboot, and in particular the "exact tests" under enumeration. So I have decided to switch the repo's status to public!

I have yet to add tests that check wildboottestjlr against functionality not included in fwildclusterboot, e.g. Wald tests.

I still have to write tests that compare all methods of wildboottestjlr internally - e.g. check if it matters if a model is run vs lm compared to feols?

Further, I will have to add tests that check the method for ivreg against Stata.

Quite a few features aren't supported yet, e.g. Anderson Rubin Tests, non-bootstrapped tests etc, and I will include these step by step.