wildrwolf: Fast Computation of Romano-Wolf Corrected p-Values for Linear Regression Models

Fast Routines to Compute Romano-Wolf corrected p-Values (Romano and Wolf (2005a) <DOI:10.1198/016214504000000539>, Romano and Wolf (2005b) <DOI:10.1111/j.1468-0262.2005.00615.x>) for objects of type 'fixest' and 'fixest_multi' from the 'fixest' package via a wild (cluster) bootstrap.

Getting started

Package details

AuthorAlexander Fischer [aut, cre]
MaintainerAlexander Fischer <alexander-fischer1801@t-online.de>
LicenseGPL (>= 3)
URL https://s3alfisc.github.io/wildrwolf/
Package repositoryView on CRAN
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wildrwolf documentation built on March 7, 2023, 5:37 p.m.