Redesigned Wald_test()
This release introduces a major update to Wald_test(), which now uses a set of helper functions (constrain_zero(), constrain_equal(), and constrain_pairwise()) to express constraints on the set of regression coefficients. For all the details, see the new vignette vignette("Wald-tests-in-clubSandwich").
The release also includes bug fixes for plm and robu methods.
- Major update to
Wald_test()Wald_test()now uses new helper functionsconstrain_zero(),constrain_equal(), andconstrain_pairwise()to specify constraint matrices.Wald_test()gains an argumenttidy. WhenTRUE, results for a list of tests will be tidied into a single data.frame.- Output of
Wald_test()now includes both numerator and denominator degrees of freedom.
- Corrected bug in methods for
plmobjects, which occurred when "within" models included cluster-level interactions. Previously main effects of cluster-level variables were not getting dropped frommodel_matrix.plm(). - Corrected bugs in methods for
robuobjects- Corrected a bug that previously led to errors for models with only one column in the model matrix (i.e., intercept-only models).
- Corrected a bug in an internal function that previously led to errors in
constrain_equal()andconstrain_zero()when called on robu objects.