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
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
DEPRECATED AND DEFUNCT
- The multilevel function is temporarily removed from the package due
to ongoing work on it