Support cluster argument to feols() #10
Description
options(fastverse.styling = FALSE)
library(fastverse)
#> -- Attaching packages --------------------------------------- fastverse 0.3.2 --
#> v data.table 1.14.8 v kit 0.0.13
#> v magrittr 2.0.3 v collapse 2.0.7
fastverse_extend(fixest, wildrwolf)
#> -- Attaching extension packages ----------------------------- fastverse 0.3.2 --
#> Warning: package 'fixest' was built under R version 4.3.1
#> v fixest 0.11.2 v wildrwolf 0.6.1
#> -- Conflicts ------------------------------------------ fastverse_conflicts() --
#> x fixest::fdim() masks collapse::fdim()
models = feols(c(vs, am) ~ mpg | cyl, mtcars, cluster = "carb")
rwolf(models = models, param = "mpg", B = 9999)
#> | | | 0%
#> Error in formula.character(clustid): invalid formula "carb": not a call
models = feols(c(vs, am) ~ mpg | cyl, mtcars, cluster = ~carb)
rwolf(models = models, param = "mpg", B = 9999)
#> | | | 0%
#> Warning: Please note that the seeding behavior for random number generation for
#> `boottest()` has changed with `fwildclusterboot` version 0.13.
#>
#> It will no longer be possible to exactly reproduce results produced by versions
#> lower than 0.13.
#>
#> If your prior results were produced under sufficiently many bootstrap
#> iterations, none of your conclusions will change. For more details about this
#> change, please read the notes in
#> [news.md](https://cran.r-project.org/web/packages/fwildclusterboot/news/news.html).
#> This warning is displayed once per session.
#> Warning: There are only 64 unique draws from the rademacher distribution for 6 bootstrap
#> clusters. Therefore, B = 64 with full enumeration. Consider using webb weights
#> instead. Further, note that under full enumeration and with B = 64 bootstrap
#> draws, only 2^(#clusters - 1) = 32 distinct t-statistics and p-values can be
#> computed. For a more thorough discussion, see Webb `Reworking wild bootstrap
#> based inference for clustered errors` (2013).
#> | |=================================== | 50%
#> Warning: There are only 64 unique draws from the rademacher distribution for 6 bootstrap
#> clusters. Therefore, B = 64 with full enumeration. Consider using webb weights
#> instead. Further, note that under full enumeration and with B = 64 bootstrap
#> draws, only 2^(#clusters - 1) = 32 distinct t-statistics and p-values can be
#> computed. For a more thorough discussion, see Webb `Reworking wild bootstrap
#> based inference for clustered errors` (2013).
#> | |======================================================================| 100%
#> model Estimate Std. Error t value Pr(>|t|) RW Pr(>|t|)
#> 1 1 -0.006000719 0.01009511 -0.5944186 0.5781065 0.9692308
#> 2 2 0.04767382 0.01039968 4.584163 0.005924984 0.2000000
models = feols(c(vs, am) ~ mpg | cyl, mtcars, cluster = as.character(mtcars$carb))
rwolf(models = models, param = "mpg", B = 9999)
#> | | | 0%
#> Error in terms.formula(formula, data = data): invalid model formula in ExtractVarsCreated on 2023-12-12 with reprex v2.0.2