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Sparse Matrix Support #116

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s3alfisc opened this issue May 21, 2023 · 0 comments · Fixed by #114
Closed

Sparse Matrix Support #116

s3alfisc opened this issue May 21, 2023 · 0 comments · Fixed by #114
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enhancement New feature or request

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@s3alfisc
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s3alfisc commented May 21, 2023 •
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Move all MNW algorithms (bootstrap types 11, 13, 31, 33) to sparse matrices - more efficient estimation with high dimensional fixed effects. Additionally, types "x3" will also work with fixed effects that are not nested within clusters. fyi @kylebutts
@s3alfisc s3alfisc added the enhancement New feature or request label May 21, 2023
@s3alfisc s3alfisc mentioned this issue May 21, 2023
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s3alfisc added a commit that referenced this issue May 21, 2023
@s3alfisc
initial sparsification of algos #116
0c69619
s3alfisc added a commit that referenced this issue Jun 8, 2023
@s3alfisc
add sparse matrix support for MNW bootstrap algo #116
a98e711
@s3alfisc s3alfisc linked a pull request Jun 10, 2023 that will close this issue
v0.14 #114
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v0.14 s3alfisc/fwildclusterboot
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