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.


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

News

v0.1.1 (2018-05-17) First stable submission to CRAN

Reference manual

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install.packages("npsr")

0.1.1 by Fabian Sellmann, 9 months ago


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


Authors: Fabian Sellmann [aut, cre] , Bojan Nicolic [ctb, cph] , Jörn Grahl [ths]


Documentation:   PDF Manual  


GPL-2 license


Imports infotheo, MASS, gmp


See at CRAN