RobustIV

MaRDI QIDQ84410CRANFDO

Authors Zijian Guo, Taehyeon Koo, Zhenyu Wang

Last update 29 March 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.5, PACKAGES.rds, 0.2.4, 0.3.1

Description

Inference for the treatment effect with possibly invalid instrumental variables via TSHT ('Guo et al.' (2018) <doi:10.1111/rssb.12275>) and SearchingSampling ('Guo' (2023) <doi:10.1093/jrsssb/qkad049>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2018) <doi:10.1016/j.jeconom.2018.07.002>).

Cites work

• Causal inference with invalid instruments: post-selection problems and a solution using searching and sampling
• Confidence intervals for causal effects with invalid instruments by using two-stage hard thresholding with voting
• Testing endogeneity with high dimensional covariates

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