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Release of versions 0.10 and 0.11

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@s3alfisc s3alfisc released this 21 Aug 16:01
· 263 commits to master since this release

fwildclusterboot 0.11

  • This release introduces new wild cluster bootstrap variants as described in MacKinnon, Nielsen & Webb (2022). The implementation is still quite bare-bone: it only allows to test hypotheses of the form $\beta_k = 0$ vs $\beta_k \neq 0$, does not allow for regression weights or fixed effects, and further does not compute confidence intervals.

You can run one of the 'new' variants - e.g. the "WCR13", by specifying the boot_algo function argument accordingly:

boottest(
  lm_fit, 
  param = ~treatment, 
  clustid = ~group_id1,
  B = 9999, 
  impose_null = TRUE,
  boot_algo = "WCR13"
)

fwildclusterboot 0.10

  • introduces a range of new methods: nobs(), pval(), teststat(), confint() and print()
  • multiple (internal) changes for ropensci standards alignment
  • drop the t_boot (teststat_boot) function arguments -> they are now
    TRUE by default
  • fix a bug in the lean algorithms - it always tested hypotheses of the form
    beta = 0 instead of R'beta = r, even when R != 1 and r != 0
  • enable full enumeration for R-lean tests
  • enable deterministic 'full enumeration tests' - these are exact