For the final chapter of my dissertation, I had examined the effects of ordinal class rank on the academic achievement of Danish primary school students (following a popular identification strategy introduced in a paper by Murphy and Weinhard). Because of the richness of the Danish register data, I had a ...

Aleksandr Michuda and I have just released version 0.1 of wildboottest to PyPi. wildboottest is a Python package to conduct fast wild cluster bootstrap inference in Python and implements the wild cluster bootstrap following algorithms sketched out i...

A couple of months ago, Gordon Burtch shared an excellent Twitter thread on the merits of wild cluster bootstrap inference when the regression error terms are clustered into a small group of clusters: How biased are clustered SEs with 'few' clusters? A simulation illustrating this. DGP is y~x, 50 clusters, ...

I have recently moved from building this blog via the distill package to blogdown. The main reason for this is that, at the time of writing, distill does not support full RSS feeds for multiple articles, which is a requirement for linking my blog t...

Something I have learned the hard way: every single line of code that I write should be accompanied by a unit test. Unit tests are not only useful for me as a developer to spot bugs, but a thorough sequence of unit tests should also increase others’ confidence in the ...

When you suspect that the error terms in your regression model are correlated within clusters, and the number of clusters is small, trouble might be running at you. In such a situation, common cluster robust standard errors tend to be downward bias...