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.
wildboottestjlr
now passes all unit tests againstfwildclusterboot
, 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 infwildclusterboot
, 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.