REndo: Internal Instrumental Variables to Address Endogeneity

The paper

Gui et al. (2023). REndo: Internal Instrumental Variables to Address Endogeneity. Journal of Statistical Software. https://doi.org/10.18637/jss.v107.i03

Contribution

software paper

Data basis

none

Document

full article

Review stage

peer reviewed

Disciplines

marketing, econometrics

Access

open

Existing implementations

Code the authors or the community already shipped. This is what decides how far up the ladder a work can climb — no implementation, no tools.

• cranREndoGPL-3.0-onlyby Raluca Gui, Markus Meierer, Rene Algesheimer, Patrik Schilter, Kimberly-Anne Lew Chuk Waiofficialruns here

What it can do

• Copula correctioncopula_correction

  Park and Gupta's (2012) Gaussian-copula correction for endogenous regressors.

• Latent ivlatent_iv

  Ebbes et al.'s (2005) latent instrumental variable: a two-group latent instrument.

• Higher momentshigher_moments

  Lewbel's (1997) higher-moments instruments, estimated by two-stage least squares.

• Versionsversions

  Report the R and package versions this agent runs, its limits, and its paper.

Provenance

Each check stands on its own. There is no single “verified” state: whether an agent faithfully implements its paper is a curation judgement, not something this registry can mechanically prove.

Machine-readable: paper.jsonld · server.json · agent-card.json

Agent: org.agenticjournal/paper-gui-2023-rendo · v0.2.0