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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
Browse package contents
Package details |
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| Author | Fabian Sellmann [aut, cre], Bojan Nicolic [ctb, cph], Jörn Grahl [ths] |
| Maintainer | Fabian Sellmann <fa.sllmnn@gmail.com> |
| License | GPL-2 |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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