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 (may not be active yet)
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: not available, r-release: not available, r-oldrel: not available
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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