Releases: droodman/boottest
Version 1.9.1
Fixed crash with FE and df>1. Stopped waldtest and scoretest ignoring small.
Version 1.9.0
Added support for OLS and IV estimates with one set of "absorbed" fixed effects.
Version 1.8.2
Fixed important bug after ML: was using parameter covariance matrix from unconstrained rather than constrained model fit in test statistic.
Version 1.8.1
Fixed bugs in handling robust non-cluster
Version 1.8.0
Since 1.6.2:
Reworked multiway clustering to first collapse data to one obs per all-cluster-var intersections.
Reworked test stat computation for df>1 to mostly iterate over constraints rather than replications. Speeds AR test too.
Changed residual dof for multi-way clustered, small-sample-corrected models to smallest number of groups across grouping variables
Made bootcluster() accept more than one variable. Fixed error causing it to always bootstrap on combination of all vars in multi-way clustered models.
Version 1.6.2
Bug fixes
Version 1.6.0
Added left and right p value types.
Added cmdline() option to facilitate score bootstrap and estimation with ml model.
Version 1.5.7
v1.5.7 Added stata.toc