boottest

<p>An object of type lm, fixest of felm</p>

object

<p><code>boottest</code> is a S3 method that allows for fast wild cluster
bootstrap inference for objects of class lm, fixest and felm by  implementing
the fast wild bootstrap algorithm developed in Roodman et al., 2019.</p>

Implementation of the fast algorithm for wild cluster bootstrap
inference developed in Roodman et al (2019, STATA Journal) for
linear regression models
<https://journals.sagepub.com/doi/full/10.1177/1536867X19830877>,
which makes it feasible to quickly calculate bootstrap test
statistics based on a large number of bootstrap draws even for
large samples - as long as the number of bootstrapping clusters
is not too large. 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').

Alexander Fischer

fwildclusterboot

Fast Wild Cluster Bootstrap Inference for Linear Regression
Models

David Roodman

Achim Zeileis

Nathaniel Graham

Susanne Koell

Laurent Berge

Sebastian Krantz

boottest function

Fast wild cluster bootstrap inference — boottest

Fast wild cluster bootstrap inference

boottest: Fast wild cluster bootstrap inference

Description

Usage

Arguments

Value

See Also