fwildclusterboot v0.9

fwildclusterboot 0.9

• v0.9 moves data pre-processing from model.frame methods to model_matrix methods. I had wanted to do so for a while, but issue #42, as raised by Michael Topper, has finally convinced me to start this project.

• Moving to model_matrix methods unlocks new functionality for how boottest() plays with fixest objects - it is now possible to run boottest() after feols() models that use syntactic sugar:

library(fwildclusterboot)
library(fixest)

data(voters)
feols_fit <- feols(proposition_vote ~ i(treatment, ideology1) ,
    data = voters
)
boot1 <- boottest(feols_fit,
    B = 9999,
    param = "treatment::0:ideology1",
    clustid = "group_id1"
)

feols_fits <- fixest::feols(proposition_vote ~ treatment | sw(Q1_immigration, Q2_defense), data = voters)
res <- lapply(feols_fits, \(x) boottest(x, B = 999, param = "treatment", clustid = "group_id1"))  

voters$split <- sample(1:2, nrow(voters), TRUE)
feols_fits <- fixest::feols(proposition_vote ~ treatment, split = ~split, data = voters)

res <- lapply(feols_fits, \(x) boottest(x, B = 999, param = "treatment", clustid = "group_id1"))  

Interacting fixed effects via ^ still leads to errors - this remains work in progress:

feols_fit2 <- feols(proposition_vote ~ treatment | Q1_immigration^Q2_defense,
    data = voters
)

boot1 <- boottest(feols_fit2,
    B = 9999,
    param = "treatment",
    clustid = "group_id1"
)

• The release further fixes a multicollinearity bug that occured when lm() or fixest() silently deleted multicollinar variable(s). Thanks to Kurt Schmidheiny for reporting! (see issue #43)

• The na_omit function argument has been dropped. If the cluster variable is not included in the regression model, it is now not allowed to contain NA values.

• Several function arguments can now be fed to boottest() as formulas (param, clustid, bootcluster, fe).

data(voters)
feols_fit <- feols(proposition_vote ~ treatment ,
    data = voters
)
boot <- boottest(feols_fit,
    B = 9999,
    param = ~ treatment,
    clustid = ~ group_id1
)