IVrobustness allows you to construct the robustness values for comparing various identification strategies described by Huang and McCartan (2026) for selection on observables and instrumental variables designs.
At the moment the following features are supported:
- Calculating Robustness Values (RVs) for selection-on-observables and IV designs.
- Benchmarking the robustness values using held-out covariates
Future versions will include:
- Standard errors and confidence intervals for Robustness Values based on
Installation
To use the package, you must first install it. The core of the package is written in Rust for speed, which means you must have a rust compiler installed if you are building the package from scratch. If you don’t want to do this, you can use the versions hosted on R-universe, which are available for all major platforms.
Installing Compiled Version from R-Universe:
install.packages('ivrobustness', repos = c('https://beniaminogreen.r-universe.dev'))Installing Rust
If your operating system or version of R is not installed, you must have the Rust compiler installed to compile this package from sources. After the package is compiled, Rust is no longer required, and can be safely uninstalled.
Installing Rust on Linux or Mac:
To install Rust on Linux or Mac, you can simply run the following snippet in your terminal.
Installing Rust on Windows:
To install Rust on windows, you can use the Rust installation wizard, rustup-init.exe, found at this site. Depending on your version of Windows, you may see an error that looks something like this:
In this case, you should run rustup install stable-x86_64-pc_windows-gnu to install the missing toolchain. If you’re missing another toolchain, simply type this in the place of stable-x86_64-pc_windows-gnu in the command above.
Installing Package from Github:
Once you have rust installed Rust, you should be able to install the package with either the install.packages function as above, or using the install_github function from the devtools package or with the pkg_install function from the pak package.
## Install with devtools
# install.packages("devtools")
devtools::install_github("beniaminogreen/ivrobustness")
## Install with pak
# install.packages("pak")
pak::pkg_install("beniaminogreen/ivrobustness")