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 |
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