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Ritest: use joblib to parallelize iterations for randomization-t #733

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s3alfisc opened this issue Dec 4, 2024 · 2 comments
Open

Ritest: use joblib to parallelize iterations for randomization-t #733

s3alfisc opened this issue Dec 4, 2024 · 2 comments
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enhancement New feature or request

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@s3alfisc
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s3alfisc commented Dec 4, 2024

We have recently added joblib as a dependency to parallelize bootstrap inference in the decompose() class.

We should make use of it in the ritest method as well, when we loop over pf.feols() when computing randomization inference via the "randomization-t" algo.

In a nutshell, we want to parallelize this for loop with joblib:

for i in tqdm(range(reps)):

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s3alfisc commented Dec 4, 2024

Would this be of interest to either one of you @marcandre259 or @IshwaraHegde97?

@s3alfisc s3alfisc added the enhancement New feature or request label Dec 4, 2024
@IshwaraHegde97
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Happy to have a go at this!

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