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Redesigned Wald_test()

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@jepusto jepusto released this 01 Sep 15:01

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 functions constrain_zero(), constrain_equal(), and constrain_pairwise() to specify constraint matrices.
    • Wald_test() gains an argument tidy. When TRUE, 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 plm objects, which occurred when "within" models included cluster-level interactions. Previously main effects of cluster-level variables were not getting dropped from model_matrix.plm().
  • Corrected bugs in methods for robu objects
    • 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() and constrain_zero() when called on robu objects.