dprei.r-universe.dev

[cran] wbsd 1.0.1

david.preinerstorfer@wu.ac.at (David Preinerstorfer) — Fri, 15 May 2026 10:41:40 GMT

Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" , which appeared as in Econometric Theory , Volume 39 , Issue 4 , August 2023 , pp. 789 - 847. The diagnostic "theta" can be used to detect and weed out bootstrap-based procedures that provably have size equal to one for a given testing problem. The implementation covers a large variety of bootstrap-based procedures, cf. the above mentioned article for details. A function for computing bootstrap p-values is provided.

[dprei] wbsd 1.0.1

david.preinerstorfer@wu.ac.at (David Preinerstorfer) — Fri, 15 May 2026 10:41:40 GMT

[dprei] hrt 1.0.2

david.preinerstorfer@wu.ac.at (David Preinerstorfer) — Thu, 17 Apr 2025 07:20:05 GMT

Functions for testing affine hypotheses on the regression coefficient vector in regression models with heteroskedastic errors: (i) a function for computing various test statistics (in particular using HC0-HC4 covariance estimators based on unrestricted or restricted residuals); (ii) a function for numerically approximating the size of a test based on such test statistics and a user-supplied critical value; and, most importantly, (iii) a function for determining size-controlling critical values for such test statistics and a user-supplied significance level (also incorporating a check of conditions under which such a size-controlling critical value exists). The three functions are based on results in Poetscher and Preinerstorfer (2021) "Valid Heteroskedasticity Robust Testing" , which will appear as .