Add Clustered Standard Errors Support - #996

Open

msukiasyan wants to merge 6 commits into

py-why:mainfrom

msukiasyan:clustered-std-errors

Commits on Oct 2, 2025

Add clustered standard errors support to linear models and OrthoIV
msukiasyan
committed
8b68b6e
Fix StatsModels2SLS clustered SE bug: return groups from _check_input to handle groups=None
msukiasyan
committed
d94e34a
Tighten tolerance in test_clustered_se_matches_statsmodels
msukiasyan
committed
022b43d
1. Add support for federated learning in clustered SE computation; add corresponding test
msukiasyan
committed
a4faabe
1. Add cov_options to allow toggling both group_correction and df_correction on/off for clustered covariance
msukiasyan
committed
79cf45c

Commits on Oct 3, 2025

Add missing federation test
msukiasyan
committed
3ffa0f1