RPIV: Residual Prediction Test for Well-Specification of InstrumentalVariable Models
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 Scheidegger [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 |
Documentation:
| Reference manual: | RPIV.html ,RPIV.pdf |
Downloads:
| Package source: | RPIV_1.0.0.tar.gz |
| Windows binaries: | r-devel:RPIV_1.0.0.zip, r-release:RPIV_1.0.0.zip, r-oldrel:RPIV_1.0.0.zip |
| macOS binaries: | r-release (arm64):RPIV_1.0.0.tgz, r-oldrel (arm64):RPIV_1.0.0.tgz, r-release (x86_64):RPIV_1.0.0.tgz, r-oldrel (x86_64):RPIV_1.0.0.tgz |
Linking:
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