Leaky Instrumental Variables

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical methods rely on strong assumptions such as the exclusion criterion, which states that instrumental effects must be entirely mediated by treatments. In the so-called "leaky" IV setting, candidate instruments are allowed to have some direct influence on outcomes, rendering the average treatment effect (ATE) unidentifiable. But with limits on the amount of information leakage, we may still recover sharp bounds on the ATE, providing partial identification. This package implements methods for ATE bounding in the leaky IV setting with linear structural equations. For details, see Watson et al. (2024) .


Reference manual

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install.packages("leakyIV")

0.0.1 by David S. Watson, 2 years ago


https://github.com/dswatson/leakyIV


Report a bug at https://github.com/dswatson/leakyIV/issues


Browse source code at https://github.com/cran/leakyIV


Authors: David S. Watson [aut, cre, cph]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports data.table, corpcor, glasso, Matrix, mvnfast, foreach


See at CRAN