ivDiag: Estimation and Diagnostic Tools for Instrumental Variables
Designs
Estimation and diagnostic tools for instrumental variables designs
with one endogenous treatment, implementing the guidelines in Lal, Lockhart, Xu,
and Zu (2024) <doi:10.1017/pan.2024.2>. The package reports ordinary least
squares and two-stage least squares estimates with analytic and bootstrapped
confidence intervals, several first-stage F statistics including the effective F
statistic, the Anderson-Rubin test and its confidence set, the tF procedure of
Lee, McCrary, Moreira, and Porter (2022) <doi:10.1257/aer.20211063>, and
local-to-zero sensitivity tests. It also supports fuzzy regression discontinuity
designs.
| Version: |
1.0.7 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
foreach, doRNG, parallelly, doParallel, parallel, lfe, ggplot2, ggfortify, wCorr, haven, patchwork, stats, graphics, utils |
| Suggests: |
testthat (≥ 3.1.5) |
| Published: |
2026-10-30 |
| DOI: |
10.32614/CRAN.package.ivDiag |
| Author: |
Apoorva Lal  [aut],
Yiqing Xu [aut,
cre] |
| Maintainer: |
Yiqing Xu <yiqingxu at stanford.edu> |
| BugReports: |
https://github.com/apoorvalal/ivDiag/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://yiqingxu.org/packages/ivDiag/ |
| NeedsCompilation: |
no |
| CRAN checks: |
ivDiag results |
Documentation:
Downloads:
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