get_rwolf_pval

compute Romano-Wolf adjusted p-values based 
on bootstrapped t-statistics

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

get_rwolf_pval function

<dl><dt>t_stats</dt>
<dd>A vector of length S - where S is the number of 
tested hypotheses - containing the original, 
non-bootstrappe t-statisics</dd>
<dt>boot_t_stats</dt>
<dd>A (B x S) matrix containing the 
bootstrapped t-statistics</dd></dl>

Arguments

compute Romano-Wolf adjusted p-values based 
on bootstrapped t-statistics — get_rwolf_pval

<dl>

<dt>t_stats</dt>
<dd>A vector of length S - where S is the number of 
tested hypotheses - containing the original, 
non-bootstrappe t-statisics</dd>


<dt>boot_t_stats</dt>
<dd>A (B x S) matrix containing the 
bootstrapped t-statistics</dd>

</dl>

get_rwolf_pval: compute Romano-Wolf adjusted p-values based on bootstrapped t-statistics

Description

Usage

Value

Arguments