Fast Wild Cluster Bootstrap Inference for Linear Models


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Documentation for package ‘fwildclusterboot’ version 0.8

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.onLoad setting options for nthreads when package is loaded
boottest Fast wild cluster bootstrap inference
boottest.felm Fast wild cluster bootstrap inference for object of class felm
boottest.fixest Fast wild cluster bootstrap inference for object of class fixest
boottest.ivreg Fast wild cluster bootstrap inference for object of class lm
boottest.lm Fast wild cluster bootstrap inference for object of class lm
boot_algo1 Fast wild cluster bootstrap algorithm
boot_algo2 Fast wild cluster bootstrap algorithm
boot_ssc set the small sample correction factor applied in 'boottest()'
check_deleted_obs Function checks if addition of new clustering variable leads to deletion of rows
cpp_get_nb_threads Get maximum number of threads on hardware for open mp support
create_data Simulate Data
eigenMapMatMult Matrix Multiplication via Eigen
get_seed creates an integer based on the global random seed set via set.seed() for using set.seed() for controlling rcpp's seed, see this blog post http://rorynolan.rbind.io/2018/09/30/rcsetseed/
get_ssc Compute small sample adjustment factors
glance.boottest S3 method to glance at objects of class boottest
mboottest Arbitrary Linear Hypothesis Testing for Regression Models via Wald-Tests
mboottest.felm Fast wild cluster bootstrap inference for joint hypotheses for object of class felm
mboottest.fixest Fast wild cluster bootstrap inference for joint hypotheses for object of class fixest
mboottest.lm Fast wild cluster bootstrap inference of joint hypotheses for object of class lm
plot.boottest Plot the bootstrap distribution of t-statistics
setBoottest_boot_algo Sets the bootstrap algo to be run via 'boottest()' and 'waldboottest()'
summary.boottest S3 method to summarize objects of class boottest
summary.mboottest S3 method to summarize objects of class mboottest
tidy.boottest S3 method to summarize objects of class boottest into tidy data.frame
tidy.mboottest S3 method to summarize objects of class mboottest into tidy data.frame
to_integer Transform vectors of all types safely to integer vectors
voters Random example data set