Package: clusterIV 0.1.0

Atal Katawazi

clusterIV: Clustered Jackknife Instrumental Variables Estimation

Tools for instrumental variables estimation and inference under clustered errors with many instruments. The current release provides the cluster-jackknife IV estimator (CJIVE) of Frandsen, Leslie and McIntyre (2025) <doi:10.1162/rest.a.263> for a single endogenous regressor in a just-identified design, with cluster-robust inference: each observation's first-stage value is fitted leaving out its entire cluster, which removes the many-instrument bias that survives clustering. The leave-cluster-out fits use an exact Woodbury block update -- one factorisation of the instrument Gram matrix plus a small solve per cluster -- so the estimator scales to large samples. A companion 'iv_compare()' reports ordinary least squares, two-stage least squares, the observation-level jackknife and CJIVE on a common cluster-robust standard error.

Authors:Atal Katawazi [aut, cre]

clusterIV_0.1.0.tar.gz
clusterIV_0.1.0.tar.gz(r-4.7-any)clusterIV_0.1.0.tar.gz(r-4.6-any)
clusterIV_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
clusterIV/json (API)

# Install 'clusterIV' in R:
install.packages('clusterIV', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/atal-kat/clustered-estimation-and-inference/issues

On CRAN:

Conda:

1.70 score 2 exports 0 dependencies

Last updated from:40ae347987. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK101
source / vignettesOK142
linux-release-x86_64OK109
wasm-releaseOK74

Exports:cjiveiv_compare

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Cluster-jackknife instrumental variables estimation (CJIVE)cjive cjive.default cjive.formula coef.cjive confint.cjive print.cjive print.summary.cjive summary.cjive vcov.cjive
Compare IV estimators on a common cluster-robust SE (FLM Table 1)iv_compare