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RPIV: Residual Prediction Test for Well-Specification of Instrumental Variable 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 ORCID iD [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:

Please use the canonical form https://CRAN.R-project.org/package=RPIV to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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