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REndo 2.4.10
NEW FEATURES
- The Pstar data generated in
copulaCorrection
is
improved with the corrections proposed by Qian, Koschmann, and Xie
(2024).
MAINTENANCE
- Fix CRAN notes regarding documentation
REndo 2.4.9
MAINTENANCE
- Add CITATION file and references to forthcoming JSS publication
- Fix missing package alias
REndo 2.4.8
MAINTENANCE
- Replace data set
dataCopDisCont
with a new one
REndo 2.4.7
MAINTENANCE
- Fix tests due to changes in package dependencies
REndo 2.4.6
MAINTENANCE
- Replace data sets with new ones
- Fix tidy HTML warnings in documentation and parsing of news.md
reported in daily CRAN checks
REndo 2.4.5
BUG FIXES
- Fix broken correctness tests for
latentIV
on
M1mac.
MAINTENANCE
REndo 2.4.4
BUG FIXES
- Fix documentation to conform to HTML5.
REndo 2.4.3
BUG FIXES
- In method
multilevelIV
matrices could not be
constructed if all groups were of the same size. Thanks to pinson06 for
reporting.
REndo 2.4.2
BUG FIXES
- In the
copulaCorrection
method with a single endogenous
regressor the correlation coefficient rho was wrongly constraint to [0,
1] instead of to [-1, 1]. Further, rho was not included in parts of the
calculations. Special thanks to Fredrik Falkenström for reporting this
observation!
REndo 2.4.1
SIGNIFICANT USER-VISIBLE
CHANGES
- Allow using the method
copulaCorrection
with a single
endogenous regressor
REndo 2.4.0
SIGNIFICANT USER-VISIBLE
CHANGES
- Add a formal assumption test for method
hetErrorsIV
to
detect weak instruments
NEW FEATURES
- The log-likelihood function underlying
copulaCorrection
case 1 is refactored and implemented using Rcpp and RcppEigen what makes
it considerably faster
- Improved checks of user input that disallow any non-finite values in
the data
- New data was generated for
dataHetIV
REndo 2.3.1
- None. Version bump in order to resubmit to CRAN after package was
archived.
REndo 2.3.0
SIGNIFICANT USER-VISIBLE
CHANGES
- Add support for predictions through method
predict
for
every model
BUG FIXES
- Fix wrong calculations for the fitted values and residuals in the
enhanced OLS cases of
copulaCorrection
- Improved documentation
REndo 2.2.1
SIGNIFICANT USER-VISIBLE
CHANGES
- To tweak the lmer model fit in
multilevelIV
to their
linking, users can supply a parameter lmer.control
NEW FEATURES
- Warning in
confint
if there are NAs in the bootstrapped
estimates for copulaCorrection
- Updated vignette
BUG FIXES
- The coefficient estimates for
multilevelIV
are more
consistent and independent of data sorting due to different standard
settings for fitting lmer
- Bootstrapped parameter estimates for
copualCorrection
result in fewer NAs when using L-BFGS-B as optimization method
REndo 2.2.0
SIGNIFICANT USER-VISIBLE
CHANGES
- The augmented OLS method in
copulaCorrection
also
bootstraps parameter estimates
- The summary output for results from
copulaCorrection
was adapted to reflect that standard errors are bootstrapped
- Removed support for the S3 method
labels
because of
inconsistent behavior across methods
NEW FEATURES
- Bootstrapping for
copulaCorrection
case 1 is now
considerably faster
- New data was generated for
dataMultilevelIV
BUG FIXES
- The sigma matrix in
latentIV
is constructed as in the
paper by Ebbes et al. what improves results. Special thanks to Jordan
Henderson for investigating and pointing this out!
- In
latentIV
, the parameter for group membership
(theta5
) is now transformed back and reported
correctly.
- The vcov matrix for
latentIV
is corrected for the
transformation in theta5
.
- The bootstrapping in
copulaCorrection
case 1 now
creates samples of the same length as the original data
- The (percentile) confidence intervals and vcov for results from
copulaCorrection
now rely on bootstraping
REndo 2.1.0
SIGNIFICANT USER-VISIBLE
CHANGES
- The reworked method
multilevelIV
and accompanying data
was added back to the package
- Vignette
REndo-introduction
was added to showcase
package usage
- Users can supply a parameter
optimx.args
to tweak the
LL optimization to their liking
NEW FEATURES
- Method
confint
was added for methods
latentIV
and copulaCorrection
- Examples and documentation were improved for all methods
- New data was generated for
dataHetIV
- The default number of iterations for all optimizations was increased
to 100’000
BUG FIXES
- To avoid infrequent warnings, the parameter
sigma
used
in copulaCorrection
was constrained to > 0
- Various spelling mistakes were fixed
REndo 2.0.0
SIGNIFICANT USER-VISIBLE
CHANGES
- Remodeled all methods’ user-interface
- Added detailed input checks for every provided parameter
- Adapted all visible outputs
- Parameter
verbose
allows to turn on or off
printing
- Updated documentation to reflect all changes and added theoretical
background
NEW FEATURES
- Formulas support transformations
- Improve all code to be more reliable and stable
- Provide new example datasets and accompanying documentation for all
methods
- Added extensive testing for all aspects of the package
- Increased numerical stability for log-likelihood optimization
methods
latentIV
and copualCorrection
BUG FIXES
DEPRECATED AND DEFUNCT
- The multilevel function is temporarily removed from the package due
to ongoing work on it
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.