Alexander Fischer
Alexander Fischer
Submitting Author Name: Alexander Fischer Submitting Author Github Handle: @s3alfisc Other Package Authors Github handles: (comma separated, delete if none) @droodman Repository: https://github.com/s3alfisc/fwildclusterboot/tree/master Version submitted: 0.9.1 (in ropensci branch) Submission...
Hi Stefan & coauthors, First of all, `JuliaConnectoR` is a joy to work with - running Julia from R works like a charm! At the moment, I am working on...
Hi James, Here is a first attempt to integrate the Fast Cluster Jackknife into `clubSandwich::vcovCR` for objects of type `lm`. You can run the "fast" Cluster Jackknife via ``` library(clubSandwich)...
Hi James & coauthors, [MacKinnon, Nielsen & Webb](https://scholar.google.de/citations?view_op=view_citation&hl=de&user=PdkdfhMAAAAJ&sortby=pubdate&citation_for_view=PdkdfhMAAAAJ:8VtEwCQfWZkC) have proposed a new fast algorithm to calculate CRV3 Jackknife variance estimators. I have implemented their CRV3 Jackknife algorithm [here](https://github.com/s3alfisc/clusterjack). It's a...
Hi @matthewwardrop, For `pyfixest`, @Wenzhi-Ding and I are [currently discussing ](https://github.com/s3alfisc/pyfixest/issues/335)to add more syntactic formula sugar. For example, the original R package comes with a custom operator for interacting variables...
Hi, When estimating weighted least squares in Stata, one has the option to differentiate between frequency and sampling weights. In R, `lm()` and `fixest()` by default seem to assume that...
This PR adds support for inference via a wild (cluster) bootstrap by adding a `bootstrap` argument to `etwfe` (only for OLS). If `bootstrap = TRUE`, etwfe will compute marginal effects...
Hi - first of all, thanks for a great package - it speeds up my code quite a bit! Do you have any plans to support the `prob` argument in...
- for performance improvements