Package: civ 0.1.0.9000

civ: Categorical Instrumental Variables

Implementation of the categorical instrumental variable (CIV) estimator proposed by Wiemann (2023) <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.

Authors:Thomas Wiemann [aut, cre]