xlbristol/CIIV: The Confidence Interval Method for Selecting Valid Instrumental Variables.
An implementation of the confidence interval (CI) downward testing procedure based on the Sargan/Hansen-J test for overidentifying restrictions. The algorithm selects the valid instrumental variables from a set of potential instruments that may contain invalid ones. It also provides post-selection IV estimation for the causal effect of the treatment/exposure on the outcome.
Getting started
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Package details |
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| Author | Frank Windmeijer, Xiaoran Liang |
| Maintainer | Xiaoran Liang <xl15923@bristol.ac.uk> |
| License | GPL-3 |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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