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REndo 2.4.10

NEW FEATURES

  • The Pstar data generated in copulaCorrection is improved with the corrections proposed by Qian, Koschmann, and Xie (2024).

MAINTENANCE

  • Fix CRAN notes regarding documentation

REndo 2.4.9

MAINTENANCE

  • Add CITATION file and references to forthcoming JSS publication
  • Fix missing package alias

REndo 2.4.8

MAINTENANCE

  • Replace data set dataCopDisCont with a new one

REndo 2.4.7

MAINTENANCE

  • Fix tests due to changes in package dependencies

REndo 2.4.6

MAINTENANCE

  • Replace data sets with new ones
  • Fix tidy HTML warnings in documentation and parsing of news.md reported in daily CRAN checks

REndo 2.4.5

BUG FIXES

  • Fix broken correctness tests for latentIV on M1mac.

MAINTENANCE

  • Update maintainer email.

REndo 2.4.4

BUG FIXES

  • Fix documentation to conform to HTML5.

REndo 2.4.3

BUG FIXES

  • In method multilevelIV matrices could not be constructed if all groups were of the same size. Thanks to pinson06 for reporting.

REndo 2.4.2

BUG FIXES

  • In the copulaCorrection method with a single endogenous regressor the correlation coefficient rho was wrongly constraint to [0, 1] instead of to [-1, 1]. Further, rho was not included in parts of the calculations. Special thanks to Fredrik Falkenström for reporting this observation!

REndo 2.4.1

SIGNIFICANT USER-VISIBLE CHANGES

  • Allow using the method copulaCorrection with a single endogenous regressor

REndo 2.4.0

SIGNIFICANT USER-VISIBLE CHANGES

  • Add a formal assumption test for method hetErrorsIV to detect weak instruments

NEW FEATURES

  • The log-likelihood function underlying copulaCorrection case 1 is refactored and implemented using Rcpp and RcppEigen what makes it considerably faster
  • Improved checks of user input that disallow any non-finite values in the data
  • New data was generated for dataHetIV

REndo 2.3.1

  • None. Version bump in order to resubmit to CRAN after package was archived.

REndo 2.3.0

SIGNIFICANT USER-VISIBLE CHANGES

  • Add support for predictions through method predict for every model

BUG FIXES

  • Fix wrong calculations for the fitted values and residuals in the enhanced OLS cases of copulaCorrection
  • Improved documentation

REndo 2.2.1

SIGNIFICANT USER-VISIBLE CHANGES

  • To tweak the lmer model fit in multilevelIV to their linking, users can supply a parameter lmer.control

NEW FEATURES

  • Warning in confint if there are NAs in the bootstrapped estimates for copulaCorrection
  • Updated vignette

BUG FIXES

  • The coefficient estimates for multilevelIV are more consistent and independent of data sorting due to different standard settings for fitting lmer
  • Bootstrapped parameter estimates for copualCorrection result in fewer NAs when using L-BFGS-B as optimization method

REndo 2.2.0

SIGNIFICANT USER-VISIBLE CHANGES

  • The augmented OLS method in copulaCorrection also bootstraps parameter estimates
  • The summary output for results from copulaCorrection was adapted to reflect that standard errors are bootstrapped
  • Removed support for the S3 method labels because of inconsistent behavior across methods

NEW FEATURES

  • Bootstrapping for copulaCorrection case 1 is now considerably faster
  • New data was generated for dataMultilevelIV

BUG FIXES

  • The sigma matrix in latentIV is constructed as in the paper by Ebbes et al. what improves results. Special thanks to Jordan Henderson for investigating and pointing this out!
  • In latentIV, the parameter for group membership (theta5) is now transformed back and reported correctly.
  • The vcov matrix for latentIV is corrected for the transformation in theta5.
  • The bootstrapping in copulaCorrection case 1 now creates samples of the same length as the original data
  • The (percentile) confidence intervals and vcov for results from copulaCorrection now rely on bootstraping

REndo 2.1.0

SIGNIFICANT USER-VISIBLE CHANGES

  • The reworked method multilevelIV and accompanying data was added back to the package
  • Vignette REndo-introduction was added to showcase package usage
  • Users can supply a parameter optimx.args to tweak the LL optimization to their liking

NEW FEATURES

  • Method confint was added for methods latentIV and copulaCorrection
  • Examples and documentation were improved for all methods
  • New data was generated for dataHetIV
  • The default number of iterations for all optimizations was increased to 100'000

BUG FIXES

  • To avoid infrequent warnings, the parameter sigma used in copulaCorrection was constrained to > 0
  • Various spelling mistakes were fixed

REndo 2.0.0

SIGNIFICANT USER-VISIBLE CHANGES

  • Remodeled all methods' user-interface
  • Added detailed input checks for every provided parameter
  • Adapted all visible outputs
  • Parameter verbose allows to turn on or off printing
  • Updated documentation to reflect all changes and added theoretical background

NEW FEATURES

  • Formulas support transformations
  • Improve all code to be more reliable and stable
  • Provide new example datasets and accompanying documentation for all methods
  • Added extensive testing for all aspects of the package
  • Increased numerical stability for log-likelihood optimization methods latentIV and copualCorrection

BUG FIXES

  • Many

DEPRECATED AND DEFUNCT

  • The multilevel function is temporarily removed from the package due to ongoing work on it