Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
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Aug 5, 2024 - R
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wild-bootstrap
Here are 8 public repositories matching this topic...
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
bootstrap cran evaluation parallel-computing regression modelling panel-data linearity heterogeneity nonlinearity smooth-transition wild-bootstrap wild-cluster-bootstrap model-specifition pstr-model transition-variables bootstrap-test
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Aug 23, 2023 - R
A statistics package with a variety of bootstrap and other resampling tools
bootstrap statistics regression toolbox confidence-intervals linear-model multiple-comparisons prediction-error information-criterion permutation-test wild-bootstrap randomization-test anova-test block-bootstrap cluster-bootstrap bootknife double-bootstrap posthoc-tests bayesian-bootstrap relative-likelihood
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Sep 2, 2024 - MATLAB
Romano-Wolf p-value adjustments for multiple hypotheses testing via the wild bootstrap for objects of type fixest and fixest_multi from the fixest package
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Jan 14, 2024 - R
provides R codes for all the experiments in the paper "Panel Smooth Transition Regression Models"
bootstrap experiment statistics simulation regression power size panel-data nonlinearity smooth-transition wild-bootstrap wild-cluster-bootstrap
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Dec 31, 2018 - R
OLS Bootstrap on Cross-Sectional Data
bootstrap linear-regression white ols bc bca webb hce wild-bootstrap heteroscedasticity homoscedasticity cross-sectional-data pairs-bootstrap residual-bootstrap heteroscedasticity-consistent bootstrap-t white-errors mackinnon
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Jan 25, 2023 - Jupyter Notebook
A statistics package with a variety of bootstrap and other resampling tools. This repository is synced to the same-named repository owned by GNU-Octave. It exists to facilitate publication of the developmental version of the statistics-resampling toolbox at MathWorks FileExchange.
bootstrap statistics regression toolbox confidence-intervals linear-model multiple-comparisons prediction-error information-criterion permutation-test wild-bootstrap randomization-test anova-test block-bootstrap cluster-bootstrap bootknife double-bootstrap posthoc-tests bayesian-bootstrap relative-likelihood
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Sep 6, 2024 - MATLAB
R package to test the linear specification of a model with wild bootstrap. (Domínguez-Lobato test.)
linear-regression r-package wild-bootstrap linear-specification dominguez-lobato-test reset-test lobato
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May 15, 2021 - R
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