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FR: Use Satterthwaite approximation in Wald test

Open lrberge opened this issue 1 year ago • 0 comments

From a discussion in #491

In Clubsandwich they use a Satterthwaite approximation in the denominator of the F statistic which gives far more reliable estimates. https://jepusto.github.io/clubSandwich/articles/Wald-tests-in-clubSandwich.html

lrberge avatar Apr 29 '24 13:04 lrberge