subcluster_wild_bootstrap
Compute valid p-values and confidence intervals for few-treated-cluster designs using subcluster wild bootstrap, correcting over-rejection in small samples.
Instructions
Subcluster wild cluster bootstrap for few-treated-clusters. Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| x | Yes | Primary running variable, regressor, or feature input for this estimator. | |
| y | Yes | Outcome variable column name or outcome array. | |
| h0 | No | Null value. | |
| seed | No | Random seed for reproducible stochastic steps. | |
| alpha | No | Significance level for confidence intervals and tests. | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| n_boot | No | Bootstrap replications. | |
| cluster | Yes | Primary cluster column (for SE computation). | |
| test_var | No | Parameter to test; default last element of ``x``. | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| subcluster | No | Finer grouping at which sign-flips occur. If ``None``, every observation is its own subcluster (pure Rademacher at obs level). | |
| weight_type | No | Distribution of sign flips. ``'webb'`` (6-point) recommended when treatment has <= 5 treated clusters. | webb |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||