Fix crash in WRE with non-congruent FE & granular but not purerobust …

…error clustering

Project.toml

@@ -1,7 +1,7 @@
 name = "WildBootTests"
 uuid = "65c2e505-86ba-4c19-93f1-95506c1443d5"
 authors = ["droodman <[email protected]>"]
-version = "0.9.8"
+version = "0.9.9"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/WRE.jl

@@ -531,8 +531,7 @@ function Filling!(o::StrBootTest{T}, dest::AbstractMatrix{T}, i::Int64, β̈s::A
 
 				t✻!(S✻UMZperpg, view(o.Repl.Zperp,S,:), o.S✻UZperpinvZperpZperpv); S✻UMZperpg .-= view(o.DGP.u⃛₁, S) .*  view(o.v, view(o.ID✻, S),:)
 				if o.NFE>0 && !o.FEboot  # CT_(*,FE) (U ̈_(∥j) ) (S_FE S_FE^' )^(-1) S_FE
-					@tturbo for r ∈ S  # S✻UMZperpg .+= view(o.invFEwtCT✻FEUv, view(o._FEID,S), :)
-						_r = o._FEID[S[r]]
+					@tturbo for (r,_r) ∈ enumerate(o._FEID[S])  # S✻UMZperpg .+= view(o.invFEwtCT✻FEUv, view(o._FEID,S), :)
 						for c ∈ indices((S✻UMZperpg, o.invFEwtCT✻FEUv),2)
 							S✻UMZperpg[r,c] += o.invFEwtCT✻FEUv[_r,c]
 						end
@@ -566,13 +565,11 @@ function Filling!(o::StrBootTest{T}, dest::AbstractMatrix{T}, i::Int64, β̈s::A
 							end
 						end
 
-						# dest[g:g,:] .+= o.PXY✻ .* (o.S✻UMZperp .- o.Z̄[g,j] .* _β̈ )
-						@tturbo for c ∈ indices((dest, o.PXY✻, _β̈ , o.S✻UMZperp), 2)
+						@tturbo for c ∈ indices((dest, o.PXY✻, _β̈ , o.S✻UMZperp), 2)  # dest[g:g,:] .+= o.PXY✻ .* (o.S✻UMZperp .- o.Z̄[g,j] .* _β̈ )
 							dest[g,c] += o.PXY✻[c] * (o.S✻UMZperp[c] - o.Z̄[g,j] * _β̈[c])
 						end
 					else
-						# dest[g:g,:] .-= o.Z̄[g,j] .* o.PXY✻ .* _β̈ 
-						@tturbo for c ∈ indices((dest, o.PXY✻, _β̈ ), 2)
+						@tturbo for c ∈ indices((dest, o.PXY✻, _β̈ ), 2)  # dest[g:g,:] .-= o.Z̄[g,j] .* o.PXY✻ .* _β̈ 
 							dest[g,c] -= o.Z̄[g,j] * o.PXY✻[c] * _β̈[c]
 						end
 					end
@@ -596,8 +593,7 @@ function Filling!(o::StrBootTest{T}, dest::AbstractMatrix{T}, i::Int64, β̈s::A
 						t✻minus!(S✻UMZperpg, view(o.Z̄,S,j), _β̈ )
 
 						if o.NFE>0 && !o.FEboot  # CT_(*,FE) (U ̈_(∥j) ) (S_FE S_FE^' )^(-1) S_FE
-							@tturbo for r ∈ S  # S✻UMZperpg .+= view(o.invFEwtCT✻FEUv, view(o._FEID,S), :)
-								_r = o._FEID[S[r]]
+							@tturbo for (r,_r) ∈ enumerate(o._FEID[S])  # S✻UMZperpg .+= view(o.invFEwtCT✻FEUv, view(o._FEID,S), :)
 								for c ∈ indices((S✻UMZperpg, o.invFEwtCT✻FEUv),2)
 									S✻UMZperpg[r,c] += o.invFEwtCT✻FEUv[_r,c]
 								end

test/runtests.jl

@@ -115,7 +115,6 @@ open("unittests.log", "w") do log  # use Github Desktop to detect changes in out
 
   df = DataFrame(load("nlsw88.dta"))[:,[:wage; :tenure; :ttl_exp; :collgrad; :industry]]
   dropmissing!(df)
-  desc = describe(df, :eltype)
   f = @formula(wage ~ 1 + tenure + ttl_exp + collgrad)
   f = apply_schema(f, schema(f, df))
   resp, predexog = modelcols(f, df)
@@ -129,7 +128,7 @@ open("unittests.log", "w") do log  # use Github Desktop to detect changes in out
   test = wildboottest([0 1 0 0], [0]; R1=[0 0 1 0], r1=[.2], resp, predexog, clustid=[collect(1:1000); collect(1:1217)], reps=9999, rng=StableRNG(1231))  # granular but not pure robust
   println(log, test)
 
-  test = wildboottest([0 1 0 0], [0]; resp, predexog, clustid=[collect(1:1000); collect(1:1217)], feid=df.industry, reps=9999, rng=StableRNG(1231))
+  test = wildboottest([1 0 0], [0]; resp, predexog=predexog[:,2:end], clustid=[collect(1:1000); collect(1:1217)], feid=df.industry, reps=9999, rng=StableRNG(1231))
   println(log, test)
 
   df = DataFrame(load("nlsw88.dta"))

test/tests.jl

@@ -115,7 +115,6 @@ open("unittests.log", "w") do log  # use Github Desktop to detect changes in out
 
   df = DataFrame(load("nlsw88.dta"))[:,[:wage; :tenure; :ttl_exp; :collgrad; :industry]]
   dropmissing!(df)
-  desc = describe(df, :eltype)
   f = @formula(wage ~ 1 + tenure + ttl_exp + collgrad)
   f = apply_schema(f, schema(f, df))
   resp, predexog = modelcols(f, df)
@@ -129,7 +128,7 @@ open("unittests.log", "w") do log  # use Github Desktop to detect changes in out
   test = wildboottest([0 1 0 0], [0]; R1=[0 0 1 0], r1=[.2], resp, predexog, clustid=[collect(1:1000); collect(1:1217)], reps=9999, rng=StableRNG(1231))  # granular but not pure robust
   println(log, test)
 
-  test = wildboottest([0 1 0 0], [0]; resp, predexog, clustid=[collect(1:1000); collect(1:1217)], feid=df.industry, reps=9999, rng=StableRNG(1231))
+  test = wildboottest([1 0 0], [0]; resp, predexog=predexog[:,2:end], clustid=[collect(1:1000); collect(1:1217)], feid=df.industry, reps=9999, rng=StableRNG(1231))
   println(log, test)
 
   df = DataFrame(load("nlsw88.dta"))

test/unittests.log

@@ -124,13 +124,13 @@ p    = 0.0723
 
 boottest post_self=.04, weight(mammen) reps(9999) noci
 t(7) = 2.0194
-p    = 0.1788
+p    = 0.1040
 
 
 boottest post_self=.04, weight(mammen) reps(9999) boottype(score)
 t(7) = 1.8479
 p    = 0.0903
-CI   = [0.0335 0.08018]
+CI   = [0.03008 0.03173; 0.0335 0.08018]
 
 
 boottest post_self=.04, reps(9999) jk
@@ -201,9 +201,9 @@ t(1216) = 3.3434
 p       = 0.0007
 CI      = [0.02699 0.1033]
 
-t(1216) = 0.7518
-p       = 0.4657
-CI      = [-0.02853 0.06396]
+t(1216) = 0.7606
+p       = 0.4655
+CI      = [-0.02845 0.06413]
 
 
 ivregress 2sls wage ttl_exp collgrad (tenure = union), cluster(industry)
@@ -336,7 +336,7 @@ p  = 0.0080
 
 boottest tenure, nograph bootcluster(collgrad) cluster(collgrad industry) weight(webb) reps(9999)
 z  = 3.9420
-p  = 0.2033
+p  = 0.2153
 CI = [-Inf Inf]
 
 
@@ -377,7 +377,7 @@ ivreghdfe wage ttl_exp collgrad tenure (occupation = union married) [aw=hours] i
 boottest tenure
 t(11) = 2.0244
 p     = 0.2452
-CI    = [-2.499 -0.9603; -0.1759 2.585]
+CI    = [-2.499 -0.9603; -0.1753 2.585]
 
 boottest tenure, jk
 t(11) = 0.6068
@@ -396,7 +396,7 @@ CI    = [-0.4551 0.8325]
 boottest tenure | _b[collgrad] = 0
 t(11) = -2.0001
 p     = 0.3544
-CI    = [-0.5463 -0.0707; -0.05762 Inf]
+CI    = [-0.5463 Inf]
 
 t(11) = -2.0001
 p     = 0.3544