civ

Description

Implementation of the categorical instrumental variable (CIV) estimator proposed by Wiemann (2023) <arXiv:2311.17021>. CIV allows for optimal instrumental variable estimation in settings with relatively few observations per category. To obtain valid inference in these challenging settings, CIV leverages a regularization assumption that implies existence of a latent categorical variable with fixed finite support achieving the same first stage fit as the observed instrument.

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Maintainer: ‘Thomas Wiemann <wiemann@uchicago.edu>’

The Description field contains
  proposed by Wiemann (2023) <arXiv:2311.17021>. CIV allows for optimal
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Thomas Wiemann <wiemann@uchicago.edu>’

The Description field contains
  proposed by Wiemann (2023) <arXiv:2311.17021>. CIV allows for optimal
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

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Maintainer: ‘Thomas Wiemann <wiemann@uchicago.edu>’

The Description field contains
  proposed by Wiemann (2023) <arXiv:2311.17021>. CIV allows for optimal
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Thomas Wiemann <wiemann@uchicago.edu>’

The Description field contains
  proposed by Wiemann (2023) <arXiv:2311.17021>. CIV allows for optimal
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

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