pval

<code>pval</code> is a S3 method to collect pvalues for objects
of type <code>boottest</code> and <code>mboottest</code>

Implementation of fast algorithms for wild cluster bootstrap
inference developed in 'Roodman et al' (2019, 'STATA' Journal,
<doi:10.1177/1536867X19830877>) and 'MacKinnon et al' (2022),
which makes it feasible to quickly calculate bootstrap test
statistics based on a large number of bootstrap draws even for
large samples. Multiple bootstrap types as described in 'MacKinnon,
Nielsen & Webb' (2022) are supported.
Further, 'multiway' clustering, regression weights,
bootstrap weights, fixed effects and 'subcluster' bootstrapping
are supported. Further, both restricted ('WCR') and unrestricted
('WCU') bootstrap are supported. Methods are provided for a variety
of fitted models, including 'lm()', 'feols()'
(from package 'fixest') and 'felm()' (from package 'lfe').
Additionally implements a 'heteroskedasticity-robust' ('HC1') wild
bootstrap.
Last, the package provides an R binding to 'WildBootTests.jl',
which provides additional speed gains and functionality,
including the 'WRE' bootstrap for instrumental variable models
(based on models of type 'ivreg()' from package 'ivreg')
and hypotheses with q > 1.

Alexander Fischer

fwildclusterboot

Fast Wild Cluster Bootstrap Inference for Linear Models

David Roodman

Achim Zeileis

Nathaniel Graham

Susanne Koell

Laurent Berge

Sebastian Krantz

pval function

<dl><dt>object</dt>
<dd>An object of type lm, fixest, felm or ivreg</dd>
<dt>...</dt>
<dd>other arguments</dd></dl>

Arguments

pval is a S3 method to collect pvalues for objects
of type boottest and mboottest — pval

<dl>

<dt>object</dt>
<dd>An object of type lm, fixest, felm or ivreg</dd>


<dt>...</dt>
<dd>other arguments</dd>

</dl>

pval: `pval` is a S3 method to collect pvalues for objects of type `boottest` and `mboottest`

Description

Usage

Value

Arguments

Examples