Changes in version 2.5.0 (2026-05-08) NEW FEATURES - We add the copulaIMA method which implements the copula-based Instrumental Variable Model (IMA) proposed by Haschka (2025) MAINTENANCE - Fix CRAN notes regarding tests for multilevelIV and HTML issues in the documentation Changes in version 2.4.11 (2026-03-23) MAINTENANCE - Fix CRAN notes regarding tests for multilevelIV Changes in version 2.4.10 (2024-07-02) 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 Changes in version 2.4.9 (2023-09-05) MAINTENANCE - Add CITATION file and references to forthcoming JSS publication - Fix missing package alias Changes in version 2.4.8 (2023-02-07) MAINTENANCE - Replace data set dataCopDisCont with a new one Changes in version 2.4.7 (2022-10-21) MAINTENANCE - Fix tests due to changes in package dependencies Changes in version 2.4.6 (2022-08-23) MAINTENANCE - Replace data sets with new ones - Fix tidy HTML warnings in documentation and parsing of news.md reported in daily CRAN checks Changes in version 2.4.5 (2022-05-18) BUG FIXES - Fix broken correctness tests for latentIV on M1mac. MAINTENANCE - Update maintainer email. Changes in version 2.4.4 BUG FIXES - Fix documentation to conform to HTML5. Changes in version 2.4.3 (2021-09-03) BUG FIXES - In method multilevelIV matrices could not be constructed if all groups were of the same size. Thanks to pinson06 for reporting. Changes in version 2.4.2 (2021-02-10) 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! Changes in version 2.4.1 (2020-10-14) SIGNIFICANT USER-VISIBLE CHANGES - Allow using the method copulaCorrection with a single endogenous regressor Changes in version 2.4.0 (2020-05-24) 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 Changes in version 2.3.1 (2020-02-17) - None. Version bump in order to resubmit to CRAN after package was archived. Changes in version 2.3.0 (2019-08-05) 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 Changes in version 2.2.1 (2019-06-05) 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 Changes in version 2.2.0 (2019-04-13) 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 Changes in version 2.1.0 (2019-01-16) 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 Changes in version 2.0.0 (2018-11-10) 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