s3alfisc/rwolf: 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

MaintainerAlexander Fischer <alexander-fischer1801@t-online.de>
LicenseGPL (>= 3)
Version0.7.0
URL https://s3alfisc.github.io/wildrwolf/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("s3alfisc/rwolf")
s3alfisc/rwolf documentation built on Jan. 30, 2024, 10:42 a.m.