ivDiag - Estimation and Diagnostic Tools for Instrumental Variables Designs

Estimation and diagnostic tools for instrumental variables designs with one endogenous treatment, implementing the guidelines in Lal, Lockhart, Xu, and Zu (2024) <doi:10.1017/pan.2024.2>. The package reports ordinary least squares and two-stage least squares estimates with analytic and bootstrapped confidence intervals, several first-stage F statistics including the effective F statistic, the Anderson-Rubin test and its confidence set, the tF procedure of Lee, McCrary, Moreira, and Porter (2022) <doi:10.1257/aer.20211063>, and local-to-zero sensitivity tests. It also supports fuzzy regression discontinuity designs.