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) <doi:10.48550/arXiv.1603.05224> ) and SearchingSampling('Guo' (2021) <doi:10.48550/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) <doi:10.48550/arXiv.1609.06713>).

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

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  • Imports6 packages