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fe in bootalgo3 #8

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amichuda opened this issue Oct 12, 2022 · 1 comment · May be fixed by #7
Closed

fe in bootalgo3 #8

amichuda opened this issue Oct 12, 2022 · 1 comment · May be fixed by #7
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v0.3

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@amichuda
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@s3alfisc

Is fe supposed to be a long variable of being in a particular entity/group (like hhids) or are they already supposed to be dummy variables?

https://github.com/s3alfisc/fwildclusterboot/blob/99f5ec51392ea70a61d0e54dc53b739de057b3b5/R/boot_algo3.R#L71
@amichuda amichuda linked a pull request Oct 12, 2022 that will close this issue
add linearmodels covariance class #7
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@amichuda amichuda added this to the v0.1 milestone Oct 12, 2022
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The fe variable is currently not used in boot_algo3() - it's just a placeholer in my R code. For the future and in wildboottest(), I think it should be a categorical series.

@s3alfisc s3alfisc modified the milestones: v0.1 , v0.3 Nov 8, 2022
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add linearmodels covariance class py-econometrics/wildboottest
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@amichuda @s3alfisc