Alexander Fischer

Results 91 comments of Alexander Fischer

Something I forgot to ask in the post above - for q = 2, does `WildBootTests.boottest()` compute confidence sets as `Stata.boottest`? In the q = 2 example above, `WildBootTests$CI(test)` returns...

I did not really think my question through before asking - it makes good sense that there are no CIs for q = 2. Regarding the bug fix, I can...

I'm sorry to report that I believe that hypotheses with q = 2 don't match `clubSandwich`. For q = 1, the match is exact: ## q = 1 ``` library(JuliaConnectoR)...

I believe this can be closed - the very small discrepancies in F-stats between WildBootTests.jl & clubSandwich was due to a function argument in `clubSandwich::Wald_test()` that I missed (sorry for...

Justi FYI, you can find my tests for 'deterministic' equality of Wald Statistics computed via `WildBootTests.jl` against `fixest::wald()` here : https://github.com/s3alfisc/fwildclusterboot/blob/develop/tests/testthat/test-tstat_equivalence.R#L176 - they all pass (under v.0.7.6) :)

> I think what I'd like to see is a proof of concept on a very small part of the code base. Converting a couple functions to accept any kind...

Hi @skranz , thanks for your nice words! To be honest I do not really recall a reason why the x3 bootstraps do not run the c++ function, it's a...

Thanks, I'll take a closer look myself, haven't read the paper yet. Some of the "newer" bootstrap versions from MacKinnon et al are build on the jackknife and rely on...

Just started to play around more with `stargazer` - what a nice package! I'm thoroughly enjoying it. Thanks! =)

Awesome, then I will take a second look at the PR tomorrow evening to prepare it for a proper review =) @toobaz, so far, pyfixest does not support a range...