Release of versions 0.10 and 0.11
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()
andprint()
- 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