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• Overview
• Repositories 44
• Projects 0
• Packages 0
• Stars 426

s3alfisc (Alexander Fischer) · GitHub

In my free time, I develop R and Python packages that implement various inference procedures for linear regression. Every now and then, I write about these packages on my blog.

1. Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

   Python 250 60

2. Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.

   R 28 4

3. python module for wild cluster bootstrapping

   Python 9

4. R module for cluster specific information (as in the Stata summclust module)

   R 6 2

5. 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

   R 7 1

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