RPIV
Residual Prediction Test for Well-Specification of Instrumental Variable Models
v1.0.0
·
Oct 19, 2025
·
GPL (>= 3)
Description
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>.
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| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.0.0
Mar 10, 2026