Alexander Fischer's Projects
test github actions with Julia and R to test wildboottestjlr against fwildclusterboot
A curated list of causal inference libraries, resources, and applications.
https://s3alfisc.github.io/blog
Cluster-robust (sandwich) variance estimators with small-sample corrections
clusteredErrorsSims bundles multiple functions to explore properties of several inference procedures when regression error terms are clustered into few groups.
simulations for inference with clustered errors
This repository hosts the code behind the online book, Coding for Economists.
Create badges/shields for your Python test coverage!
Fast CRV3 Jackknife after MacKinnon, Nielsen & Webb (2022)
rOpenSci Packages: Development, Maintenance, and Peer Review
Every big regression is a small regression with weights.
Extended two-way fixed effects
Fast sparse regressions with advanced formula syntax. OLS, GLM, Poisson, Maxlike, and more. High-dimensional fixed effects.
Fixed-effects estimations
Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
mini fwildclusterboot (without all the c++ code)
Utility functions for packages that link R and Julia via the JuliaConnectoR
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
High dimensional fixed effect absorption with Python 3
Generate Rademacher weights really quickly
Randomization Inference on R model objects
Suite of sensitivity analysis tools for OLS
How to estimate unbiased SEs in clustered data.
Statsmodels: statistical modeling and econometrics in Python
R module for cluster specific information (as in the Stata summclust module)