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.
Package details |
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Maintainer | Fabian Sellmann <fa.sllmnn@gmail.com> |
License | GPL-2 |
Version | 0.1.1 |
Package repository | View on GitHub |
Installation |
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