npsr (0.1.1)

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Validate Instrumental Variables using NPS.

http://cran.r-project.org/web/packages/npsr

An R implementation of the Necessary and Probably Sufficient (NPS) test for finding valid instrumental variables, as suggested by Amit Sharma (2016, Working Paper) . 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.

Maintainer: Fabian Sellmann
Author(s): Fabian Sellmann [aut, cre], Bojan Nicolic [ctb, cph], Jrn Grahl [ths]

License: GPL-2

Uses: gmp, infotheo, MASS

Released almost 2 years ago.


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