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>).

Version: 0.2.4
Depends: R (≥ 2.10)
Imports: glmnet, MASS, Matrix, igraph, intervals, CVXR
Published: 2022-08-19
Author: Taehyeon Koo [aut], Zhenyu Wang [aut], Hyunseung Kang [aut], Dylan Small [aut], Zijian Guo [aut, cre]
Maintainer: Zijian Guo <zijguo at stat.rutgers.edu>
License: GPL-3
URL: https://github.com/zijguo/RobustIV
NeedsCompilation: no
CRAN checks: RobustIV results

Documentation:

Reference manual: RobustIV.pdf

Downloads:

Package source: RobustIV_0.2.4.tar.gz
Windows binaries: r-devel: RobustIV_0.2.4.zip, r-release: RobustIV_0.2.4.zip, r-oldrel: RobustIV_0.2.4.zip
macOS binaries: r-release (arm64): RobustIV_0.2.4.tgz, r-oldrel (arm64): RobustIV_0.2.4.tgz, r-release (x86_64): RobustIV_0.2.4.tgz, r-oldrel (x86_64): RobustIV_0.2.4.tgz

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