Ritest: use joblib
to parallelize iterations for randomization-t
#733
Labels
enhancement
New feature or request
joblib
to parallelize iterations for randomization-t
#733
We have recently added
joblib
as a dependency to parallelize bootstrap inference in thedecompose()
class.We should make use of it in the
ritest
method as well, when we loop overpf.feols()
when computing randomization inference via the "randomization-t" algo.In a nutshell, we want to parallelize this for loop with
joblib
:pyfixest/pyfixest/estimation/ritest.py
Line 83 in 611e5cc
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