A Residual Prediction Test for the Well-Specification of Linear Instrumental Variable Models

This repository contains the code for reproducing the plots and the tables in the paper Cyrill Scheidegger, Malte Londschien and Peter Bühlmann (2025). A residual prediction test for the well-specification of linear instrumental variable models, arXiv:2506.12771.

The file SimulationsH0.R contains the code to reproduce Figure 1. The file SimulationsHA.R contains the code to reproduce Figures 2, 3, 7, and 8. The file RealDataAnalysis.R contains the code to reproduce the analysis from Section 4.2. The file SimulationsH0Cluster.R contains the code to reproduce Figure 4. The file SimulationsHACluster.R contains the code to reproduce Figures 5 and 6.