Package: RPIV 1.1.1
RPIV: Residual Prediction Tests for Well-Specification of Instrumental Variable Models
Two tests for the well-specification of the linear instrumental variable model. The first test is based on trying to predict the residuals of a two-stage least-squares regression using a random forest. The second test is robust to weak-identification and based on trying to predict the residuals for a particular candidate parameter and can also be used to construct confidence sets with an Anderson-Rubin-type inversion. Details can be found in Scheidegger, Londschien and Bühlmann (2025) "Machine-learning-powered specification testing in linear instrumental variable models" <doi:10.48550/arXiv.2506.12771>.
Authors:
RPIV_1.1.1.tar.gz
RPIV_1.1.1.zip(r-4.7-any)RPIV_1.1.1.zip(r-4.6-any)RPIV_1.1.1.zip(r-4.5-any)
RPIV_1.1.1.tgz(r-4.6-any)RPIV_1.1.1.tgz(r-4.5-any)
RPIV_1.1.1.tar.gz(r-4.7-any)RPIV_1.1.1.tar.gz(r-4.6-any)
RPIV_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
RPIV/json (API)
| # Install 'RPIV' in R: |
| install.packages('RPIV', repos = c('https://cyrillsch.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/cyrillsch/rpiv/issues
Last updated from:793f7fea9f. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 118 | ||
| source / vignettes | OK | 144 | ||
| linux-release | OK | 111 | ||
| macos-release | OK | 139 | ||
| macos-oldrel | OK | 180 | ||
| windows-devel | OK | 98 | ||
| windows-release | OK | 75 | ||
| windows-oldrel | OK | 77 | ||
| wasm-release | OK | 82 |
Exports:RPIV_testweak_RPIV_test
