ARCI

arci is an R package to create Anderson-Rubin confidence intervals for instrumental variable regression models.

The function is compatible with models created with the feols function from the fixest package.

The Anderson-Rubin method is robust to weak instruments and provides valid inference even when the instruments are not strongly correlated with the endogenous regressors.

To use it, please read the vignette under “Articles”. For more technical background, check my blog post here.