Increase version number

droodman · Apr 3, 2022 · 8efa0c3 · 8efa0c3 · droodman · Apr 3, 2022
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diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "WildBootTests"
 uuid = "65c2e505-86ba-4c19-93f1-95506c1443d5"
 authors = ["droodman <[email protected]>"]
-version = "0.7.9"
+version = "0.7.10"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

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diff --git a/docs/build/assets/themes/documenter-light.css b/docs/build/assets/themes/documenter-light.css
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 <!DOCTYPE html>
-<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Overview · WildBootTests.jl</title><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.039/juliamono-regular.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.3/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.3/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.3/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.11/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>WildBootTests.jl</a></span></div><form class="docs-search" action="search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Overview</a></li><li><a class="tocitem" href="OLSexamples/">OLS examples</a></li><li><a class="tocitem" href="IVexamples/">IV/2SLS examples</a></li><li><a class="tocitem" href="exported/">Public functions and types</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Overview</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Overview</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/droodman/WildBootTests.jl/blob/master/docs/src/index.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><p>WildBootTests.jl performs wild bootstrap-based hypothesis tests at extreme speed. It is intended mainly for linear models: ordinary least squares (OLS) and instrumental variables/two-stage least squares (IV/2SLS). For an introduction to the wild bootstrap and the algorithms deployed here, see <a href="https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1406.pdf">Roodman et al. (2019)</a>.</p><p>The package offers and/or supports:</p><ul><li>The wild bootstrap for OLS (<a href="https://doi.org/10.1214/aos/1176350142">Wu 1986</a>).</li><li>The Wild Restricted Efficient bootstrap (WRE) for IV/2SLS/LIML (<a href="https://doi.org/10.1198/jbes.2009.07221">Davidson and MacKinnon 2010</a>).</li><li>The subcluster bootstrap (<a href="https://doi.org/10.1111/ectj.12107">MacKinnon and Webb 2018</a>).</li><li>Non-bootstrapped Wald, Rao, and Anderson-Rubin tests, optionally with multiway clustering.</li><li>Confidence intervals formed by inverting the test and iteratively searching for bounds.</li><li>Multiway clustering.</li><li>Arbitrary and multiple linear hypotheses in the parameters.</li><li>Maintained linear constraints on the model (restricted OLS, IV/2SLS/LIML).</li><li>One-way fixed effects.</li><li>Generation of data for plotting of confidence curves or surfaces after one- or two-dimensional hypothesis tests.</li></ul><p>WildBootTests.jl incorporates order-of-magnitude algorithmic speed-ups developed since <a href="https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1406.pdf">Roodman et al. (2019)</a> for <a href="https://www.statalist.org/forums/forum/general-stata-discussion/general/1586107-boottest-just-as-wild-10x-faster">OLS</a> and <a href="https://www.statalist.org/forums/forum/general-stata-discussion/general/1597888-boottest-~100x-faster-after-iv-gmm">IV/2SLS</a>. And it exploits the efficiency of Julia, for example by offering single-precision (<code>Float32</code>) computation.</p><p>The interface is low-level: the exported function <code>wildboottest()</code> accepts scalars, vectors, and matrices, not <a href="https://github.com/JuliaData/DataFrames.jl">DataFrame</a>s or results from estimation functions such as <a href="https://juliastats.org/GLM.jl/v1.5/">lm()</a>. This design minimizes the package&#39;s dependency footprint while making the core functionality available to multiple programming environments, including Julia, R (through <a href="https://cran.r-project.org/web/packages/JuliaConnectoR/index.html">JuliaConnectoR</a>), and Python (through <a href="https://github.com/JuliaPy/pyjulia">PyJulia</a>). A separate package will provide a higher-level Julia interface.</p><p><code>wildboottest()</code> accepts many optional arguments. Most correspond to options of the Stata package <code>boottest</code>, which are documented in <a href="https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1406.pdf#page=28">Roodman et al. (2019), §7</a>. Julia-specific additions include an optional first argument <code>T</code>, which can be <code>Float32</code> or <code>Float64</code> to specify the precision of computation; and <code>rng</code>, which takes a random number generator such as <code>MersenneTwister(2302394)</code>.</p></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="OLSexamples/">OLS examples »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.10 on <span class="colophon-date" title="Thursday 2 December 2021 21:51">Thursday 2 December 2021</span>. Using Julia version 1.7.0.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Overview · WildBootTests.jl</title><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.039/juliamono-regular.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.3/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.3/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.3/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.11/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>WildBootTests.jl</a></span></div><form class="docs-search" action="search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Overview</a><ul class="internal"><li><a class="tocitem" href="#On-latency"><span>On latency</span></a></li></ul></li><li><a class="tocitem" href="OLSexamples/">OLS examples</a></li><li><a class="tocitem" href="IVexamples/">IV/2SLS examples</a></li><li><a class="tocitem" href="exported/">Public functions and types</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Overview</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Overview</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com//blob/master/docs/src/index.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><p>WildBootTests.jl performs wild bootstrap-based hypothesis tests at extreme speed. It is intended mainly for linear models: ordinary least squares (OLS) and instrumental variables/two-stage least squares (IV/2SLS). For an introduction to the wild bootstrap and the algorithms deployed here, see <a href="https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1406.pdf">Roodman et al. (2019)</a>.</p><p>The package offers and/or supports:</p><ul><li>The wild bootstrap for OLS (<a href="https://doi.org/10.1214/aos/1176350142">Wu 1986</a>).</li><li>The Wild Restricted Efficient bootstrap (WRE) for IV/2SLS/LIML (<a href="https://doi.org/10.1198/jbes.2009.07221">Davidson and MacKinnon 2010</a>).</li><li>The subcluster bootstrap (<a href="https://doi.org/10.1111/ectj.12107">MacKinnon and Webb 2018</a>).</li><li>Non-bootstrapped Wald, Rao, and Anderson-Rubin tests, optionally with multiway clustering.</li><li>Confidence intervals formed by inverting the test and iteratively searching for bounds.</li><li>Multiway clustering.</li><li>Arbitrary and multiple linear hypotheses in the parameters.</li><li>Maintained linear constraints on the model (restricted OLS, IV/2SLS/LIML).</li><li>One-way fixed effects.</li><li>Generation of data for plotting of confidence curves or surfaces after one- or two-dimensional hypothesis tests.</li></ul><p>WildBootTests.jl incorporates order-of-magnitude algorithmic speed-ups developed since <a href="https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1406.pdf">Roodman et al. (2019)</a> for <a href="https://www.statalist.org/forums/forum/general-stata-discussion/general/1586107-boottest-just-as-wild-10x-faster">OLS</a> and <a href="https://www.statalist.org/forums/forum/general-stata-discussion/general/1597888-boottest-~100x-faster-after-iv-gmm">IV/2SLS</a>. And it exploits the efficiency of Julia, for example by offering single-precision (<code>Float32</code>) computation.</p><p>The interface is low-level: the exported function <code>wildboottest()</code> accepts scalars, vectors, and matrices, not <a href="https://github.com/JuliaData/DataFrames.jl">DataFrame</a>s or results from estimation functions such as <a href="https://juliastats.org/GLM.jl/v1.5/">lm()</a>. This design minimizes the package&#39;s dependency footprint while making the core functionality available to multiple programming environments, including Julia, R (through <a href="https://cran.r-project.org/web/packages/JuliaConnectoR/index.html">JuliaConnectoR</a>), and Python (through <a href="https://github.com/JuliaPy/pyjulia">PyJulia</a>). A separate package will provide a higher-level Julia interface.</p><p><code>wildboottest()</code> accepts many optional arguments. Most correspond to options of the Stata package <code>boottest</code>, which are documented in <a href="https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1406.pdf#page=28">Roodman et al. (2019), §7</a>. Julia-specific additions include an optional first argument <code>T</code>, which can be <code>Float32</code> or <code>Float64</code> to specify the precision of computation; and <code>rng</code>, which takes a random number generator such as <code>MersenneTwister(2302394)</code>.</p><h2 id="On-latency"><a class="docs-heading-anchor" href="#On-latency">On latency</a><a id="On-latency-1"></a><a class="docs-heading-anchor-permalink" href="#On-latency" title="Permalink"></a></h2><p>The first time you run <code>wildboottest()</code> in a session, Julia&#39;s just-in-time compilation will take ~10 seconds. The same will happen the first time you switch between Float32 and Float64 calculations, or between OLS and IV/2SLS estimation.</p></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="OLSexamples/">OLS examples »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.15 on <span class="colophon-date" title="Sunday 3 April 2022 15:20">Sunday 3 April 2022</span>. Using Julia version 1.7.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>