RobustIV: Robust Instrumental Variable Methods in Linear Models
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>).
| Version: |
0.2.5 |
| Depends: |
R (≥ 2.10) |
| Imports: |
glmnet, MASS, Matrix, igraph, intervals, CVXR |
| Published: |
2022-12-20 |
| DOI: |
10.32614/CRAN.package.RobustIV |
| Author: |
Taehyeon Koo [aut],
Zhenyu Wang [aut],
Hyunseung Kang [ctb],
Dylan Small [ctb],
Zijian Guo [aut, cre, cph] |
| Maintainer: |
Zijian Guo <zijguo at stat.rutgers.edu> |
| License: |
GPL-3 |
| URL: |
https://github.com/zijguo/RobustIV |
| NeedsCompilation: |
no |
| CRAN checks: |
RobustIV results |
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