RobustIV: Robust Instrumental Variable Methods in Linear Models

Inference for the treatment effect with possibly invalid instrumental variables via TSHT ('Guo et al.' (2018) <doi:10.1111/rssb.12275>) and SearchingSampling ('Guo' (2023) <doi:10.1093/jrsssb/qkad049>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2018) <doi:10.1016/j.jeconom.2018.07.002>).

Version: 0.3.1
Depends: R (≥ 2.10)
Imports: glmnet, MASS, Matrix, igraph, intervals, CVXR
Published: 2026-03-29
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
Materials: README
CRAN checks: RobustIV results

Documentation:

Reference manual: RobustIV.html , RobustIV.pdf

Downloads:

Package source: RobustIV_0.3.1.tar.gz
Windows binaries: r-devel: RobustIV_0.2.5.zip, r-release: RobustIV_0.2.5.zip, r-oldrel: RobustIV_0.2.5.zip
macOS binaries: r-release (arm64): RobustIV_0.3.1.tgz, r-oldrel (arm64): RobustIV_0.2.5.tgz, r-release (x86_64): RobustIV_0.3.1.tgz, r-oldrel (x86_64): RobustIV_0.3.1.tgz
Old sources: RobustIV archive

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