Version 3.0.0
Much more fully exploits linearity discussed in appendix A.2 of Roodman, MacKinnon, Neilsen, and Webb (2019), bringing 10X speed gain when forming confidence interval for Wald test after OLS and Anderson-Rubin test after IV.
Much more fully exploits linearity discussed in appendix A.2 of Roodman, MacKinnon, Neilsen, and Webb (2019), bringing 10X speed gain when forming confidence interval for Wald test after OLS and Anderson-Rubin test after IV.