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Description

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.

Necessary and Probably Sufficient Test for Finding Valid Instrumental Variables

This is an implementation of Amit Sharma's NPS test.

Metadata

Version

0.1.1

License

Unknown

Platforms (75)

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