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Confidence Intervals for Weights #1

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martinctc opened this issue Apr 20, 2020 · 1 comment · May be fixed by #6
Open

Confidence Intervals for Weights #1

martinctc opened this issue Apr 20, 2020 · 1 comment · May be fixed by #6
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@martinctc
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enhancement New feature or request

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@martinctc
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This is a request received by email:

I’m using your excelled rwa function in R to extract some relative weights from OLS regressions I’m running. I’m wondering, within your function, is there any way to extract the 95% CIs for each of the weights?
@martinctc martinctc added the enhancement New feature or request label Apr 20, 2020
@martinctc martinctc linked a pull request Feb 4, 2021 that will close this issue
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@martinctc martinctc self-assigned this Feb 4, 2021
@sdcharle
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Is this still in the plans? I checked out the paper the other day, seems doable, however I wanted to check in as to if you are still using this technique or switched to other approaches?

@martinctc martinctc mentioned this issue Dec 10, 2023
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Feature: add bootstrap CI to the rwa method martinctc/rwa
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@sdcharle @martinctc