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.
| Version: |
0.1.1 |
| Imports: |
infotheo, MASS, gmp |
| Published: |
2018-05-18 |
| Author: |
Fabian Sellmann [aut, cre],
Bojan Nicolic [ctb, cph],
Jörn Grahl [ths] |
| Maintainer: |
Fabian Sellmann <fa.sllmnn at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
npsr results |
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