npsr: Validate Instrumental Variables using NPS

An R implementation of the Necessary and Probably Sufficient (NPS) test for finding valid instrumental variables, as suggested by Amit Sharma (2016, Working Paper) <http://amitsharma.in/pubs/necessary_probably_sufficient_iv_test.pdf>. The NPS test, compares the likelihood that a given set of observational data of the three variables Z, X and Y is generated by a valid instrumental variable model (Z -> X -> Y) to the likelihood that the data is generated by an invalid IV model.

Getting started

Package details

AuthorFabian Sellmann [aut, cre], Bojan Nicolic [ctb, cph], Jörn Grahl [ths]
MaintainerFabian Sellmann <[email protected]>
LicenseGPL-2
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("npsr")

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npsr documentation built on May 18, 2018, 5:04 p.m.