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) <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.
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: 2026-06-24 15:41:41 UTC; atalkatawazi
Author: Atal Katawazi [aut, cre]
Maintainer: Atal Katawazi <atalkatawazi@hotmail.com>
Repository: CRAN
Date/Publication: 2026-06-30 12:30:02 UTC
Built: R 4.5.2; ; 2026-06-30 16:15:44 UTC; unix
