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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | RPIV_1.1.0.tar.gz |
68.7 KiB |
1.1.0 |
rolling linux/noble R-4.5 | RPIV_1.1.0.tar.gz |
68.6 KiB |
1.1.0 |
rolling source/ R- | RPIV_1.1.0.tar.gz |
37.2 KiB |
1.1.0 |
latest linux/jammy R-4.5 | RPIV_1.1.0.tar.gz |
68.7 KiB |
1.1.0 |
latest linux/noble R-4.5 | RPIV_1.1.0.tar.gz |
68.6 KiB |
1.1.0 |
latest source/ R- | RPIV_1.1.0.tar.gz |
37.2 KiB |
1.1.0 |
2026-04-26 source/ R- | RPIV_1.1.0.tar.gz |
37.2 KiB |
1.1.0 |
2026-04-23 source/ R- | RPIV_1.1.0.tar.gz |
37.2 KiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | RPIV_1.1.0.zip |
83.8 KiB |