zijguo/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>).

install.packages("remotes")
remotes::install_github("zijguo/RobustIV")