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I am looking for an equivalent R-package for 'rwolf' in Stata for multiple hypothesis correction. So far I have found boot_stepdown in the multitestr package which is based on Westfall & Young and should be equivalent to wyoung in Stata. However, I am looking for a procedure based on Romano-Wolf. Does anyone know a suitable R-package?

Thanks!!

Mara
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  • Hi, I have written an [experimental package](https://github.com/s3alfisc/wildrwolf) that runs the romano wolf procedure based on results from the `fixest` package. In contrast to `rwolf`, it relies on the wild bootstrap, which speeds up the procedure, in particular when the standard errors are clustered into few groups. I hope to submit it to CRAN in the nearer future :) – A.Fischer Jun 04 '22 at 09:00
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    Thank you very much - sounds great! I will certainly try it out. – Mara Jun 06 '22 at 20:14

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