fwer_sim

Simulate data as in Clarke, Romano &amp; Wolf (2019) to simulate family wise
error rates (FWERs)

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.

Alexander Fischer

wildrwolf

Fast Computation of Romano-Wolf Corrected p-Values for Linear
Regression Models

fwer_sim function

<dl><dt>rho</dt>
<dd>The correlation between the outcome variables</dd>
<dt>N</dt>
<dd>The number of observations</dd>
<dt>s</dt>
<dd>The number of dependent variables</dd>
<dt>B</dt>
<dd>The number of bootstrap draws e</dd>
<dt>G</dt>
<dd>The number of clusters. If NULL, no clustering.</dd></dl>

Arguments

Simulate data as in Clarke, Romano &amp; Wolf (2019) to simulate family wise
error rates (FWERs) — fwer_sim

<dl>

<dt>rho</dt>
<dd>The correlation between the outcome variables</dd>


<dt>N</dt>
<dd>The number of observations</dd>


<dt>s</dt>
<dd>The number of dependent variables</dd>


<dt>B</dt>
<dd>The number of bootstrap draws e</dd>


<dt>G</dt>
<dd>The number of clusters. If NULL, no clustering.</dd>

</dl>

fwer_sim: Simulate data as in Clarke, Romano & Wolf (2019) to simulate family wise error rates (FWERs)

Description

Usage

Value

Arguments