Hi all, I’m Alex!

I am a data scientist at trivago, where I work on online auctions. In my free time, I work on open source software that implements various inference procedures for linear regression (mostly in R, but recently also in Python).

• fwildclusterboot and wildboottest implement the fast wild cluster bootstrap algorithm as suggested in Roodman, MacKinnon, Nielsen & Webb and MacKinnon, Nielsen & Webb (2022) in R and Python.
• summclust implements the Jackknive CRV3 estimator for clustered covariances as suggested by MacKinnon, Nielsen & Webb (2022) in R. summclust further computes a range of leverage measures for cluster robust inferences (as in the summclust Stata package).
• wildrwolf and wildwyoung implement the multiple-hypothesis corrections by Romano & Wolf (2005) and Westfall and Young (1993) - as implemented in the rwolf and wyoung Stata packages - for regression objects from the fixest package (R). Because both wildrwolf and wildwyoung are build around fwildclusterboot and the wild (cluster) bootstrap, both packages are usually quite fast.

You can find me on GitHub and r-universe.