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.
| Version: | 0.1.1 |
| Imports: | infotheo, MASS, gmp |
| Published: | 2018-05-18 |
| Author: | Fabian Sellmann [aut, cre], Bojan Nicolic [ctb, cph], Jörn Grahl [ths] |
| Maintainer: | Fabian Sellmann <fa.sllmnn at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | npsr results |
| Reference manual: | npsr.pdf |
| Package source: | npsr_0.1.1.tar.gz |
| Windows binaries: | r-devel: npsr_0.1.1.zip, r-release: npsr_0.1.1.zip, r-oldrel: npsr_0.1.1.zip |
| macOS binaries: | r-release: npsr_0.1.1.tgz, r-oldrel: npsr_0.1.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=npsr to link to this page.