Package: clusterIV Title: Clustered Jackknife Instrumental Variables Estimation Version: 0.1.0 Authors@R: person("Atal", "Katawazi", email = "atalkatawazi@hotmail.com", role = c("aut", "cre")) Description: 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) 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. License: MIT + file LICENSE Encoding: UTF-8 Imports: stats RoxygenNote: 7.3.1 URL: https://github.com/atal-kat/Clustered-Estimation-and-Inference BugReports: https://github.com/atal-kat/Clustered-Estimation-and-Inference/issues NeedsCompilation: no Packaged: 2026-06-30 16:48:49 UTC; root Author: Atal Katawazi [aut, cre] Maintainer: Atal Katawazi Repository: https://cran.r-universe.dev Date/Publication: 2026-06-30 12:30:02 UTC RemoteUrl: https://github.com/cran/clusterIV RemoteRef: HEAD RemoteSha: 40ae3479873cfec4b6201ce3be58e44fb7eca030