R/methods.R

In s3alfisc/wildboottestjlr: Fast Wild Cluster Bootstrap Inference in R via WildBootTests.jl and JuliaConnectoR

#' Fast wild cluster bootstrap inference
#'
#'
#' `boottest` is a S3 method that allows for fast wild cluster
#' bootstrap inference for objects of class lm, fixest, felm and ivreg by  implementing
#' the fast wild bootstrap algorithm developed in Roodman et al., 2019.
#'
#' @param object An object of type lm, fixest, felm or ivreg
#' @param ... other arguments
#'
#' @seealso \link[wildboottestjlr::boottest.lm]{wildboottestjlr::boottest.lm}, \link[wildboottestjlr::boottest.fixest]{wildboottestjlr::boottest.fixest}, \link[wildboottestjlr::boottest.felm]{wildboottestjlr::boottest.felm} or \link[wildboottestjlr::boottest.ivreg]{wildboottestjlr::boottest.ivreg}
#'
#' @export
#'
#' @return An object of class \code{boottest}.
#' @references Roodman et al., 2019, "Fast and wild: Bootstrap inference in
#'             STATA using boottest", The STATA Journal.
#'             (\url{https://journals.sagepub.com/doi/full/10.1177/1536867X19830877})
#' @references Cameron, A. Colin, Jonah B. Gelbach, and Douglas L. Miller. "Bootstrap-based improvements for inference with clustered errors." The Review of Economics and Statistics 90.3 (2008): 414-427.
#' @references MacKinnon, James G., and Matthew D. Webb. "The wild bootstrap for few (treated) clusters." The Econometrics Journal 21.2 (2018): 114-135.
#' @references MacKinnon, James. "Wild cluster bootstrap confidence intervals." L'Actualite economique 91.1-2 (2015): 11-33.
#' @references Webb, Matthew D. Reworking wild bootstrap based inference for clustered errors. No. 1315. Queen's Economics Department Working Paper, 2013.

boottest <- function(object,
                     ...) {
  UseMethod("boottest")
}


#' Arbitrary Linear Hypothesis Testing for Regression Models via Wald-Tests
#'
#'
#' `waldtest` is a S3 method that allows for arbitrary linear hypothesis testing
#' for objects of class lm, fixest, felm and ivreg
#'
#' @param object An object of type lm, fixest, felm or ivreg
#' @param ... other arguments
#'
#' @seealso \link[wildboottestjlr]{waldtest.lm}, \link[wildboottestjlr]{waldtest.fixest}, \link[wildboottestjlr]{waldttest.felm} or \link[wildboottestjlr]{waldttest.ivreg}
#'
#' @export
#'
#' @return An object of class \code{boottest}.
#' @references Roodman et al., 2019, "Fast and wild: Bootstrap inference in
#'             STATA using boottest", The STATA Journal.
#'             (\url{https://journals.sagepub.com/doi/full/10.1177/1536867X19830877})
#' @references Cameron, A. Colin, Jonah B. Gelbach, and Douglas L. Miller. "Bootstrap-based improvements for inference with clustered errors." The Review of Economics and Statistics 90.3 (2008): 414-427.
#' @references MacKinnon, James G., and Matthew D. Webb. "The wild bootstrap for few (treated) clusters." The Econometrics Journal 21.2 (2018): 114-135.
#' @references MacKinnon, James. "Wild cluster bootstrap confidence intervals." L'Actualite economique 91.1-2 (2015): 11-33.
#' @references Webb, Matthew D. Reworking wild bootstrap based inference for clustered errors. No. 1315. Queen's Economics Department Working Paper, 2013.

waldtest <- function(object,
                     ...) {
  UseMethod("waldtest")
}








#' #' S3 method to obtain wild cluster bootstrapped confidence intervals
#' #' @param object object of type boottest
#' #' @param ... Further arguments passed to or from other methods.
#' #' @export
#' #' @method confint boottest
#' #' @return A vector containing the boundaries of the wild cluster bootstrapped confidence interval
#' #'
#' confint.boottest <- function(object, ...){
#'
#'   stopifnot(inherits(object, "boottest"))
#'
#'   object$conf_int
#'
#' }
#'
#' #' S3 method to obtain the effective number of observation used in `boottest()`
#' #' @param object object of type boottest
#' #' @param ... Further arguments passed to or from other methods.
#' #' @export
#' #' @method nobs boottest
#' #' @return A scalar containing the effective number of observations used in `boottest()`
#'
#' nobs.boottest <- function(object, ...){
#'
#'   stopifnot(inherits(object, "boottest"))
#'
#'   object$N
#'
#' }