Implements instrumental variables estimation and inference for one endogenous regressor and one-way clustered errors. Includes the cluster-jackknife IV estimator (CJIVE) of Frandsen, Leslie and McIntyre (2025) <doi:10.1162/rest.a.263> and the cluster-jackknife Anderson-Rubin and score tests of Ligtenberg (2025) <doi:10.48550/arXiv.2306.08559>, which are robust to weak and many instruments. Supports multiple excluded instruments, covariates, precision weights, and high-dimensional fixed effects.
| Version: | 0.2.0 |
| Imports: | stats |
| Suggests: | generics, knitr, rmarkdown |
| Published: | 2026-10-01 |
| DOI: | 10.32614/CRAN.package.clusterIV |
| Author: | Atal Katawazi [aut, cre] |
| Maintainer: | Atal Katawazi <atalkatawazi at gmail.com> |
| BugReports: | https://github.com/atal-kat/Clustered-Estimation-and-Inference/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/atal-kat/Clustered-Estimation-and-Inference |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | clusterIV results |
| Package source: | clusterIV_0.2.0.tar.gz |
| Windows binaries: | r-devel: clusterIV_0.1.0.zip, r-release: clusterIV_0.1.0.zip, r-oldrel: clusterIV_0.1.0.zip |
| macOS binaries: | r-release (arm64): clusterIV_0.1.0.tgz, r-oldrel (arm64): clusterIV_0.1.0.tgz, r-release (x86_64): clusterIV_0.2.0.tgz, r-oldrel (x86_64): clusterIV_0.2.0.tgz |
| Old sources: | clusterIV archive |
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