civ: Categorical Instrumental Variables

Implementation of the categorical instrumental variable (CIV) estimator proposed by Wiemann (2023) <doi:10.48550/arXiv.2311.17021>. CIV allows for optimal instrumental variable estimation in settings with relatively few observations per category. To obtain valid inference in these challenging settings, CIV leverages a regularization assumption that implies existence of a latent categorical variable with fixed finite support achieving the same first stage fit as the observed instrument.

Version: 0.1.0
Depends: R (≥ 3.6)
Imports: stats, AER, kcmeans
Suggests: testthat (≥ 3.0.0), covr, knitr, rmarkdown
Published: 2023-12-08
Author: Thomas Wiemann [aut, cre]
Maintainer: Thomas Wiemann <wiemann at>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README NEWS
CRAN checks: civ results


Reference manual: civ.pdf
Vignettes: Get Started


Package source: civ_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): civ_0.1.0.tgz, r-oldrel (arm64): civ_0.1.0.tgz, r-release (x86_64): civ_0.1.0.tgz


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