boot_ssc: set the small sample correction factor applied in...

In fwildclusterboot: Fast Wild Cluster Bootstrap Inference for Linear Models

set the small sample correction factor applied in boottest()

Description

set the small sample correction factor applied in boottest()

Usage

boot_ssc(
  adj = TRUE,
  fixef.K = "none",
  cluster.adj = TRUE,
  cluster.df = "conventional"
)

Arguments

adj	Logical scalar, defaults to TRUE. If TRUE, applies a small sample correction of (N-1) / (N-k) where N is the number of observations and k is the number of estimated coefficients excluding any fixed effects projected out in either fixest::feols() or lfe::felm().
fixef.K	Character scalar, equal to 'none': the fixed effects parameters are discarded when calculating k in (N-1) / (N-k).
cluster.adj	Logical scalar, defaults to TRUE. If TRUE, a cluster correction G/(G-1) is performed, with G the number of clusters.
cluster.df	Either "conventional"(the default) or "min". Controls how "G" is computed for multiway clustering if cluster.adj = TRUE. Note that the covariance matrix in the multiway clustering case is of the form V = V_1 + V_2 - V_12. If "conventional", then each summand G_i is multiplied with a small sample adjustment G_i / (G_i - 1). If "min", all summands are multiplied with the same value, min(G) / (min(G) - 1)

Value

A list with encoded info on how to form small sample corrections

Examples

boot_ssc(adj = TRUE, cluster.adj = TRUE)
boot_ssc(adj = TRUE, cluster.adj = TRUE, cluster.df = "min")

fwildclusterboot documentation built on March 7, 2023, 5:33 p.m.