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Hi there 👋, I'm Alex!

In my free time, I develop R and Python packages that implement various inference procedures for linear regression. Every now and then, I write about these packages on my blog.

Alexander Fischer's Projects

actions_tests icon actions_tests

test github actions with Julia and R to test wildboottestjlr against fwildclusterboot

blog icon blog

https://s3alfisc.github.io/blog

clubsandwich icon clubsandwich

Cluster-robust (sandwich) variance estimators with small-sample corrections

clusterederrorssims icon clusterederrorssims

clusteredErrorsSims bundles multiple functions to explore properties of several inference procedures when regression error terms are clustered into few groups.

crv3j icon crv3j

Fast CRV3 Jackknife after MacKinnon, Nielsen & Webb (2022)

dev_guide icon dev_guide

rOpenSci Packages: Development, Maintenance, and Peer Review

etwfe icon etwfe

Extended two-way fixed effects

fastreg icon fastreg

Fast sparse regressions with advanced formula syntax. OLS, GLM, Poisson, Maxlike, and more. High-dimensional fixed effects.

fwildclusterboot icon fwildclusterboot

Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.

linearmodels icon linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

pyfixest icon pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

pyhdfe icon pyhdfe

High dimensional fixed effect absorption with Python 3

ritest icon ritest

Randomization Inference on R model objects

sensemakr icon sensemakr

Suite of sensitivity analysis tools for OLS

statsmodels icon statsmodels

Statsmodels: statistical modeling and econometrics in Python

summclust icon summclust

R module for cluster specific information (as in the Stata summclust module)

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