clusterIV: Clustered Instrumental Variables Estimation and Inference

Implements instrumental variables estimation and inference for one endogenous regressor and one-way clustered errors. Includes the cluster-jackknife IV estimator (CJIVE) of Frandsen, Leslie and McIntyre (2025) <doi:10.1162/rest.a.263> and the cluster-jackknife Anderson-Rubin and score tests of Ligtenberg (2025) <doi:10.48550/arXiv.2306.08559>, which are robust to weak and many instruments. Supports multiple excluded instruments, covariates, precision weights, and high-dimensional fixed effects.

Version:	0.2.0
Imports:	stats
Suggests:	generics, knitr, rmarkdown
Published:	2026-10-01
DOI:	10.32614/CRAN.package.clusterIV
Author:	Atal Katawazi [aut, cre]
Maintainer:	Atal Katawazi <atalkatawazi at gmail.com>
BugReports:	https://github.com/atal-kat/Clustered-Estimation-and-Inference/issues
License:	MIT + file LICENSE
URL:	https://github.com/atal-kat/Clustered-Estimation-and-Inference
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	clusterIV results

Documentation:

Reference manual:	clusterIV.html , clusterIV.pdf
Vignettes:	Case study: judge leniency and pretrial detention (Miami-Dade) (source) Getting started: clustered IV with weak-instrument-robust inference (the queens data) (source)

Downloads:

Package source:	clusterIV_0.2.0.tar.gz
Windows binaries:	r-devel: clusterIV_0.1.0.zip, r-release: clusterIV_0.1.0.zip, r-oldrel: clusterIV_0.2.0.zip
macOS binaries:	r-release (arm64): clusterIV_0.1.0.tgz, r-oldrel (arm64): clusterIV_0.1.0.tgz, r-release (x86_64): clusterIV_0.2.0.tgz, r-oldrel (x86_64): clusterIV_0.2.0.tgz
Old sources:	clusterIV archive

Linking:

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