Package: RPIV
Title: Residual Prediction Tests for Well-Specification of Instrumental
        Variable Models
Version: 1.1.0
Authors@R: 
     person("Cyrill", "Scheidegger",
    email = "cyrill.scheidegger@stat.math.ethz.ch",
    role = c("aut", "cre", "cph"), 
    comment = c(ORCID = "0009-0005-2851-1384"))
Description: Two tests for the well-specification of the linear instrumental
    variable model. The first test is based on trying to predict the residuals of a
    two-stage least-squares regression using a random forest. The second test is robust
    to weak-identification and based on trying to predict the residuals for a particular
    candidate parameter and can also be used to construct confidence sets with an
    Anderson-Rubin-type inversion. Details can be found in Scheidegger, Londschien
    and Bühlmann (2025) "Machine-learning-powered specification testing in linear
    instrumental variable models" <doi:10.48550/arXiv.2506.12771>.
URL: https://github.com/cyrillsch/RPIV
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: ranger, stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-24 10:06:09 UTC; scyrill
Author: Cyrill Scheidegger [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0005-2851-1384>)
Maintainer: Cyrill Scheidegger <cyrill.scheidegger@stat.math.ethz.ch>
Repository: CRAN
Date/Publication: 2026-03-24 10:20:09 UTC
Built: R 4.7.0; ; 2026-04-26 03:04:59 UTC; windows
