fejiv: Fixed Effect Jackknife Instrumental Variables Estimation

Implements the Fixed Effect Jackknife Instrumental Variables ('FEJIV') estimator of Chao, Swanson, and Woutersen (2023) <doi:10.1016/j.jeconom.2022.12.011>, allowing consistent IV estimation with many (possibly weak) instruments, cluster fixed effects, heteroskedastic errors, and many exogenous covariates. The estimator is recommended by Słoczyński (2024) <doi:10.48550/arXiv.2011.06695> as an alternative to two-stage least squares when estimating the interacted specification of Angrist and Imbens (1995) <doi:10.1080/01621459.1995.10476535>.

Version: 0.1.1
Depends: R (≥ 4.0)
Imports: MASS, Matrix, stats
Suggests: haven
Published: 2025-10-14
DOI: 10.32614/CRAN.package.fejiv (may not be active yet)
Author: Qihui Lei [aut, cre], Tymon Słoczyński [aut]
Maintainer: Qihui Lei <qlei9 at wisc.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: fejiv results

Documentation:

Reference manual: fejiv.html , fejiv.pdf

Downloads:

Package source: fejiv_0.1.1.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): fejiv_0.1.1.tgz, r-oldrel (x86_64): fejiv_0.1.1.tgz

Linking:

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