npsr: 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.

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

Downloads:

Reference manual: npsr.pdf
Package source: npsr_0.1.1.tar.gz
Windows binaries: r-devel: npsr_0.1.1.zip, r-devel-gcc8: npsr_0.1.1.zip, r-release: npsr_0.1.1.zip, r-oldrel: npsr_0.1.1.zip
OS X binaries: r-release: npsr_0.1.1.tgz, r-oldrel: npsr_0.1.1.tgz

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