RobustIV: Robust Instrumental Variable Methods in Linear Models (original) (raw)
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 |
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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 |
License: | GPL-3 |
URL: | https://github.com/zijguo/RobustIV |
NeedsCompilation: | no |
CRAN checks: | RobustIV results |
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