YoungFaa/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

MaintainerFabian Sellmann <[email protected]>
LicenseGPL-2
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("YoungFaa/npsr")
YoungFaa/npsr documentation built on June 16, 2018, 3:40 p.m.