Package: ivmodel 1.9.1

Hyunseung Kang

ivmodel: Statistical Inference and Sensitivity Analysis for Instrumental Variables Model

Carries out instrumental variable estimation of causal effects, including power analysis, sensitivity analysis, and diagnostics. See Kang, Jiang, Zhao, and Small (2021) <https://muse.jhu.edu/article/804372> for details.

Authors:Hyunseung Kang, Yang Jiang, Qingyuan Zhao, and Dylan Small

ivmodel_1.9.1.tar.gz
ivmodel_1.9.1.zip(r-4.5)ivmodel_1.9.1.zip(r-4.4)ivmodel_1.9.1.zip(r-4.3)
ivmodel_1.9.1.tgz(r-4.4-any)ivmodel_1.9.1.tgz(r-4.3-any)
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ivmodel.pdf |ivmodel.html✨
ivmodel/json (API)

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

Peer review:

Bug tracker:https://github.com/hyunseungkang/ivmodel/issues

Datasets:

On CRAN:

4.61 score 9 stars 91 scripts 503 downloads 53 exports 34 dependencies

Last updated 2 years agofrom:825fa71c52. Checks:3 OK, 4 NOTE. Indexed: no.

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Exports:AR.powerAR.sizeAR.testARsens.powerARsens.sizeARsens.testbalanceLovePlotbiasLovePlotCLRcoef.ivmodelcoefOthercondPvalueconfint.ivmodeldistributionBalancePlotfitted.ivmodelFullergetBernoulliPerms.absBiasgetBernoulliPerms.mdgetBlockPermgetBlockPerms.absBiasgetBlockPerms.mdgetCompletePerms.absBiasgetCompletePerms.balancegetCompletePerms.mdgetCompletePerms.meanDiffsgetCovMeanDiffsgetMDgetStandardizedCovMeanDiffsinvTwobyTwoSymMatrixiv.diagnosisiv.diagnosis.plotivmodelivmodelFormulaIVpowerIVsizeKClassLIMLmodel.matrix.ivmodelparapermTest.absBiaspermTest.mdpermuteData.biasedCoinprint.ivmodelqrrankqrRMquadSolverresid.ivmodelresiduals.ivmodelsummary.ivmodelTSLS.powerTSLS.sizevcov.ivmodelvcovOther

Dependencies:clicolorspacefansifarverFormulaggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Statistical Inference and Sensitivity Analysis for Instrumental Variables Modelivmodel-package
Power of the Anderson-Rubin (1949) TestAR.power
Sample Size Calculator for the Power of the Anderson-Rubin (1949) TestAR.size
Anderson-Rubin (1949) TestAR.test
Power of the Anderson-Rubin (1949) Test with Sensitivity AnalysisARsens.power
Sample Size Calculator for the Power of the Anderson-Rubin (1949) Test with Sensitivity AnalysisARsens.size
Sensitivity Analysis for the Anderson-Rubin (1949) TestARsens.test
Create Love plot of standardized covariate mean differencesbalanceLovePlot
Create Love plot of treatment bias and instrument biasbiasLovePlot
Card (1995) Datacard.data
Conditional Likelihood Ratio TestCLR
Coefficients of the Fitted Model in the 'ivmodel' Objectcoef.ivmodel
Exogenous Coefficients of the Fitted Model in the 'ivmodel' ObjectcoefOther
Confidence Intervals for the Fitted Model in 'ivmodel' Objectconfint.ivmodel
Plot randomization distributions of the Mahalanobis distancedistributionBalancePlot
Extract Model Fitted values in the 'ivmodel' Objectfitted.ivmodel
Fuller-k EstimatorFuller
Get Covariate Mean DifferencesgetCovMeanDiffs
Get Mahalanobis DistancegetMD
Get Standardized Covariate Mean DifferencesgetStandardizedCovMeanDiffs
Pseudo-data based on Branson and Keele (2020)icu.data
Diagnostics of instrumental variable analysisiv.diagnosis iv.diagnosis.plot
Fitting Instrumental Variables (IV) Modelsivmodel
Fitting Instrumental Variables (IV) ModelsivmodelFormula
Power calculation for IV modelsIVpower
Calculating minimum sample size for achieving a certain powerIVsize
k-Class EstimatorKClass
Limited Information Maximum Likelihood Ratio (LIML) EstimatorLIML
Extract Design Matrix for 'ivmodel' Objectmodel.matrix.ivmodel
Parameter Estimation from Ivmodelpara
Perform a permutation test using the sum of absolute biasespermTest.absBias
Perform a permutation test using the Mahalanobis distancepermTest.md
Residuals from the Fitted Model in the 'ivmodel' Objectresid.ivmodel residuals.ivmodel
Power of TSLS EstimatorTSLS.power
Sample Size Calculator for the Power of Asymptotic T-testTSLS.size
Calculate Variance-Covariance Matrix (i.e. Standard Error) for k-Class Estimators in the 'ivmodel' Objectvcov.ivmodel
Variance of Exogenous Coefficients of the Fitted Model in the 'ivmodel' ObjectvcovOther