RobustIV: Robust Instrumental Variable Methods in Linear Models

Inference for the treatment effect with possibly invalid instrumental variables via TSHT('Guo et al.' (2016) <arXiv:1603.05224>) and SearchingSampling('Guo' (2021) <arXiv:2104.06911>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2016) <arXiv:1609.06713>).

Getting started

Package details

AuthorTaehyeon Koo [aut], Zhenyu Wang [aut], Hyunseung Kang [ctb], Dylan Small [ctb], Zijian Guo [aut, cre, cph]
MaintainerZijian Guo <zijguo@stat.rutgers.edu>
LicenseGPL-3
Version0.2.5
URL https://github.com/zijguo/RobustIV
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RobustIV")

Try the RobustIV package in your browser

Any scripts or data that you put into this service are public.

RobustIV documentation built on Dec. 28, 2022, 1:42 a.m.