RobustIV

Robust Instrumental Variable Methods in Linear Models

CRAN Package

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

  • Version0.2.5
  • R version≥ 2.10
  • LicenseGPL-3
  • Needs compilation?No
  • Last release12/20/2022

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  • Depends1 package
  • Imports6 packages