Package: RPIV 1.1.0
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_1.1.0.tar.gz
RPIV_1.1.0.zip(r-4.7)RPIV_1.1.0.zip(r-4.6)RPIV_1.1.0.zip(r-4.5)
RPIV_1.1.0.tgz(r-4.6-any)RPIV_1.1.0.tgz(r-4.5-any)
RPIV_1.1.0.tar.gz(r-4.7-any)RPIV_1.1.0.tar.gz(r-4.6-any)
RPIV_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RPIV/json (API)
NEWS
| # 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:4e96259d9e. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 128 | ||
| source / vignettes | OK | 164 | ||
| linux-release-x86_64 | OK | 130 | ||
| macos-release-arm64 | OK | 82 | ||
| macos-oldrel-arm64 | OK | 87 | ||
| windows-devel | OK | 80 | ||
| windows-release | OK | 84 | ||
| windows-oldrel | OK | 89 | ||
| wasm-release | OK | 92 |
Exports:RPIV_testweak_RPIV_test
