Bug in 31 bootstrap / jk = true with version 0.8.3

[s3alfisc]

Hi David,

Some of fwildclusterboot's unit tests are failing after the update of WildBootTests.jl to 0.8.3. The problem seems to arise when setting jk = true.

Here is a reproducible example:

using WildBootTests, CSV, DataFrames, StatsModels, GLM

d = download("https://raw.github.com/vincentarelbundock/Rdatasets/master/csv/sandwich/PetersenCL.csv");
df = CSV.read(d, DataFrame);
f = @formula(y ~ 1 + x);  # state OLS model
f = apply_schema(f, schema(f, df));  # link model to data
resp, predexog = modelcols(f, df);  
clustid = df.firm
R = [0 1]; r = [1]; 

test = wildboottest(R, r; resp=resp, predexog=predexog, clustid=clustid, jk = true)

julia> test= wildboottest(R, r; resp = resp, predexog = predexog, clustid = clustid, jk = true)
ERROR: TypeError: in typeassert, expected Array{Float64, 3}, got a value of type Vector{SubArray{Float64, 2, Array{Float64, 3}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64, Base.Slice{Base.OneTo{Int64}}}, false}}
Stacktrace:
  [1] -
    @ C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\utilities.jl:688 [inlined]
  [2] InitVarsOLS!(o::WildBootTests.StrEstimator{Float64}, parent::WildBootTests.StrBootTest{Float64}, Rperp::Matrix{Float64})
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\estimators.jl:83
  [3] Init!(o::WildBootTests.StrBootTest{Float64})
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\init.jl:203
  [4] boottestOLSARubin!(o::WildBootTests.StrBootTest{Float64})
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\WildBootTests.jl:18
  [5] plot!(o::WildBootTests.StrBootTest{Float64})
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\plot-CI.jl:48
  [6] __wildboottest(R::Matrix{Float64}, r::Vector{Float64}; resp::Vector{Float64}, predexog::Matrix{Float64}, predendog::Matrix{Float64}, inst::Matrix{Float64}, R1::Matrix{Float64}, r1::Vector{Float64}, clustid::Matrix{Int64}, nbootclustvar::Int64, nerrclustvar::Int64, issorted::Bool, hetrobust::Bool, nfe::Int64, feid::Vector{Int64}, fedfadj::Int64, obswt::Vector{Float64}, fweights::Bool, maxmatsize::Float16, ptype::Symbol, bootstrapc::Bool, liml::Bool, fuller::Float64, kappa::Float64, arubin::Bool, small::Bool, clusteradj::Bool, clustermin::Bool, jk::Bool, scorebs::Bool, reps::Int64, imposenull::Bool, auxwttype::Symbol, rng::Random.MersenneTwister, level::Float64, rtol::Float64, madjtype::Symbol, nH0::Int16, ml::Bool, scores::Matrix{Float64}, beta::Vector{Float64}, A::LinearAlgebra.Symmetric{Float64, Matrix{Float64}}, gridmin::Vector{Float64}, gridmax::Vector{Float64}, gridpoints::Vector{Float64}, diststat::Symbol, getci::Bool, getplot::Bool, getauxweights::Bool)
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\interface.jl:141
  [7] _wildboottest(T::DataType, R::Matrix{Int64}, r::Vector{Int64}; resp::Vector{Float64}, predexog::Matrix{Float64}, predendog::Matrix{Float64}, inst::Matrix{Float64}, R1::Matrix{Float64}, r1::Vector{Float64}, hetrobust::Bool, clustid::Vector{Int64}, nbootclustvar::Int64, nerrclustvar::Int64, issorted::Bool, nfe::Int64, feid::Vector{Int8}, fedfadj::Int64, obswt::Vector{Float64}, fweights::Bool, maxmatsize::Int64, ptype::Symbol, bootstrapc::Bool, liml::Bool, fuller::Int64, kappa::Float64, arubin::Bool, small::Bool, clusteradj::Bool, clustermin::Bool, jk::Bool, scorebs::Bool, reps::Int64, imposenull::Bool, auxwttype::Symbol, rng::Random.MersenneTwister, level::Float64, rtol::Float64, madjtype::Symbol, nH0::Int64, ml::Bool, scores::Matrix{Float32}, beta::Vector{Float64}, A::Matrix{Float64}, gridmin::Vector{Float64}, gridmax::Vector{Float64}, gridpoints::Vector{Int64}, diststat::Symbol, getci::Bool, getplot::Bool, getauxweights::Bool)
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\interface.jl:269
  [8] #_wildboottest#166
    @ C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\interface.jl:323 [inlined]
  [9] wildboottest(R::Matrix{Int64}, r::Vector{Int64}; kwargs::Base.Pairs{Symbol, Any, NTuple{4, Symbol}, NamedTuple{(:resp, :predexog, :clustid, :jk), Tuple{Vector{Float64}, Matrix{Float64}, Vector{Int64}, Bool}}})
    @ WildBootTests C:\Users\alexa\.julia\packages\WildBootTests\UYtC2\src\interface.jl:402
 [10] top-level scope
    @ REPL[23]:1

[droodman]

Sorry about that. Want to try version 0.8.4?

[s3alfisc]

Thanks - all tests pass again =)