ivDiag-package {ivDiag}

IV Estimation and Diagnostics

Description

Conducts various estimation and diagnostic procedure for instrumental variable designs in one shot.

Details

Provides estimation and diagnostic tools for instrumental variables designs, which implements the guidelines proposed in Lal et al. (2023) <arXiv:2303.11399>, including bootstrapped confidence intervals, effective F-statistic, Anderson-Rubin test, valid-t ratio test, and local-to-zero tests.

See ivDiag for details.

Author(s)

Apoorva Lal; Yiqing Xu

References

Lal, Apoorva, Mackenzie William Lockhart, Yiqing Xu, and Ziwen Zu. 2023. "How Much Should We Trust Instrumental Variable Estimates in Political Science? Practical Advice Based on 67 Replicated Studies." Available at: https://yiqingxu.org/papers/english/2021_iv/LLXZ.pdf