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) <>. 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.


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

Reference manual

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0.1.1 by Fabian Sellmann, a year ago

Browse source code at

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