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Changelog

Source: NEWS.md

ivcheck 0.1.2

CRAN release: 2026-05-30

Bug fix (behaviour change)

  • iv_kitagawa() dispatched on a fitted fixest or ivreg model with exogenous controls used to silently drop the controls and return the unconditional test. This was wrong when validity is only conditional on X. The fitted-model methods now error and direct the user to iv_mw() for the conditional Mourifie-Wan (2017) test, or to the raw-vector default method to force an unconditional test on the same data.
  • iv_check() now filters its applicable-tests list by the presence and dimensionality of exogenous controls. Kitagawa is dropped when any control is present; Mourifie-Wan is dropped when more than one control is present (multivariate X is planned for v0.2.0 via a tensor-product series basis). When a test is dropped, iv_check() emits an informational message explaining why.
  • iv_check() no longer falls back to running Mourifie-Wan unconditionally when handed a model with multivariate controls. That downgrade was the same silent-drop bug as the Kitagawa one.

Documentation

  • vignette("with-fixest") rewritten to demonstrate the new behaviour: the unconditional case, the single-control conditional path through iv_mw(), and the multivariate workaround (propensity-index dimension reduction).

ivcheck 0.1.1

CRAN release: 2026-04-22

CRAN resubmission addressing reviewer feedback (Benjamin Altmann, 2026-04-21):

  • iv_power() example: replaced \dontrun{} with \donttest{} so the example is executed by default on CRAN checks (it exceeds the 5-second limit for inline examples due to 50 simulations x 100 bootstrap iterations).
  • judge-designs vignette: save and restore par() around the two-panel diagnostic plot so user par settings are not permanently altered.

ivcheck 0.1.0

First CRAN submission. Three falsification tests for the identifying assumptions of instrumental variable estimation of the local average treatment effect, plus a one-shot wrapper.

For known deviations from the published tests (richer family of ordered-multivalued inequalities than Sun 2023 Lemma 2.1; linearity-test form of Frandsen, Lefgren, and Leslie 2023; empirical se_floor = 0.15 versus Kitagawa 2015’s 0.05-0.10 recommendation), see the “Notes on fidelity” sub-section of the README and the companion R Journal paper at paper/rj/paper.Rmd.

New functions

  • iv_kitagawa(): Kitagawa (2015) variance-weighted Kolmogorov-Smirnov test of instrument validity under binary (or ordered multivalued, per Sun 2023) treatment and discrete instrument. Supports survey weights, user-tunable se_floor trimming, and both the unweighted and variance-weighted forms. Returns the binding (z, z', d, y) interval so users can see which outcome region carries the violation.
  • iv_mw(): Mourifie and Wan (2017) conditional moment-inequality reformulation. Without covariates, reduces exactly to the variance- weighted Kitagawa test (unit-tested). With a covariate, uses the full Chernozhukov-Lee-Rosen (2013) intersection-bounds inference with series-regression conditional CDF estimation, heteroscedasticity- robust plug-in standard errors, and Andrews-Soares (2010) adaptive moment selection.
  • iv_testjfe(): Frandsen, Lefgren, and Leslie (2023) joint test for exclusion and monotonicity in judge-fixed-effects designs. Asymptotic chi-squared and multiplier-bootstrap p-values. Supports binary and multivalued ordered treatment, survey weights, and covariate residualisation. Returns the pairwise-Wald-LATE matrix and the worst deviating pair as diagnostics.
  • iv_check(): one-shot wrapper that runs all applicable tests on a fitted IV model and returns a tidy summary with overall verdict.
  • iv_power(): Monte Carlo power simulator anchored to the observed first-stage propensities, for sample-size planning and benchmarking.

S3 methods

Bundled data

  • card1995: cleaned 3,003-row extract of the Card (1995) National Longitudinal Survey of Young Men data, distributed via the wooldridge CRAN package. Includes a binary college indicator (educ >= 16) suitable for binary-treatment tests.

Documentation

  • Three vignettes: getting-started, judge-designs, with-fixest.
  • A companion R Journal paper in paper/rj/paper.Rmd.
  • A replication script in paper/replicate.R reproducing every numerical claim in the paper.

Scope (v0.1.0 does not cover)

  • Continuous instruments (discretise into bins).
  • Fuzzy regression discontinuity (planned v0.2.0).
  • Fixed-effects IV models: pre-demean within each FE cell and pass vectors to the default method.
  • Multivariate conditioning in iv_mw: supports a single covariate; multivariate planned v0.2.0.
  • Sun (2023) unordered multivalued D: ordered extension is implemented.