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Use degrees of freedom in simple ranktest and bump to 0.8.4 - #30

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eloualiche merged 1 commit into
FixedEffects:mainfrom
matthieugomez:simple-ranktest-dof
Oct 30, 2026
Merged

eloualiche merged 1 commit into
FixedEffects:mainfrom
matthieugomez:simple-ranktest-dof

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@matthieugomez

@matthieugomez matthieugomez commented Oct 30, 2026 •

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Under simple covariance, ranktest! ignored dof_small and dof_fes (unlike the robust and cluster branches) so the first-stage statistic was too high by a factor N/(N-L-dof_fes).

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codecov-commenter commented Oct 30, 2026 •

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 92.26%. Comparing base (ed81967) to head (aa84721).
⚠️ Report is 5 commits behind head on main.

Additional details and impacted files
@@             Coverage Diff             @@
##             main      #30       +/-   ##
===========================================
+ Coverage   28.57%   92.26%   +63.69%     
===========================================
  Files           7        7               
  Lines         140      168       +28     
===========================================
+ Hits           40      155      +115     
+ Misses        100       13       -87     

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@eloualiche
eloualiche merged commit fd75e88 into FixedEffects:main Oct 30, 2026
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3 participants