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RPIV: Residual Prediction Test for Well-Specification of Instrumental Variable Models (original) (raw)

A test for the well-specification of the linear instrumental variable model. The test is based on trying to predict the residuals of a two-stage least-squares regression using a random forest. Details can be found in Scheidegger, Londschien and Bühlmann (2025) "A residual prediction test for the well-specification of linear instrumental variable models" <doi:10.48550/arXiv.2506.12771>.

Version: 1.0.0
Imports: ranger, stats
Suggests: testthat (≥ 3.0.0)
Published: 2025-10-19
DOI: 10.32614/CRAN.package.RPIV
Author: Cyrill ScheideggerORCID iD [aut, cre, cph]
Maintainer: Cyrill Scheidegger <cyrill.scheidegger at stat.math.ethz.ch>
License: GPL (≥ 3)
URL: https://github.com/cyrillsch/RPIV
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: RPIV results

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