EnsembleIV and ForestIV

An R package that implements EnsembleIV and ForestIV.

To install, run

devtools::install_github("mochenyang/EnsembleIV")

Please consider citing

@article{burtch2023ensembleiv,
  title={EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference},
  author={Burtch, Gordon and McFowland III, Edward and Yang, Mochen and Adomavicius, Gediminas},
  journal={Management Science, forthcoming},
  year={2025}
}

Replication Materials for EnsembleIV paper

The replication folder contains necessary replication code and data for the EnsembleIV paper. Specifically,

• The simulations folder contains code and data to replicate the simulation results on both Bike Sharing data and Bank Marketing data, as well as benchmarking and sensitivity analyses on the same datasets.
• The FongTyler Replication folder contains (author-provided) implementation of Fong and Tyler's GMM method (used in benchmarking analysis).
• The process results.R file contains R code to post-process results and generate tables / figures in the paper.
• To access data / code for the facebook study, please contact Mochen Yang ([email protected]).