instrumental-variable

There are 1 repository under instrumental-variable topic.

bashtage / linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
iv instrumental-variable panel regression statistical-model ols gmm fixed-effects random-effects between-estimator first-difference clustered-standard-errors pooled-ols linear-models panel-data panel-models panel-regression fama-macbeth asset-pricing seemingly-unrelated-regression
Language:Python 894
jhartford / DeepIV
Implementation of Deep IV: A Flexible Approach for Counterfactual Prediction
deep-learning causal-inference instrumental-variable
Language:Python 153
fbargaglistoffi / BCF-IV
Package for heterogeneous causal effects in the presence of imperfect compliance (e.g., instrumental variables, fuzzy regression discontinuity designs)
causal-inference fuzzy-rdd instrumental-variable interpretability interpretable-machine-learning machine-learning statistics r bayesian-statistics
Language:R 13
remlapmot / OneSampleMR
R package of useful functions for one-sample Mendelian randomization and instrumental variable analyses
instrumental-variable instrumental-variables mendelian-randomisation mendelian-randomization mendelianrandomisation mendelianrandomization r
Language:R 13
BendeguzBiksi / Master-Studies-Econometrics-I
Master Degree Coursework: Econometrics I
stata regression regression-analysis multiple-linear-regression hypothesis-testing coursework instrumental-variable capm elasticity demand supply endogeneity ols-regression ols estimation statistics econometrics data-analysis econometrics-graduate-course
Language:Stata 9
a-torgovitsky / ivcrc
A Stata module for an instrumental variables correlated random coefficients estimator.
stata stata-package econometrics statistics causal-inference iv instrumental-variable instrumental-variables stata-packages
Language:Stata 6
apoorvalal / ivDiag
IV diagnostics package accompanying Lal, Lockhart, Xu, and Zu (2023).
bootstrap econometrics instrumental-variable sensitivity-analysis
Language:R 6
beniaminogreen / cragg
Test for weak IV instruments in R.
weak-instruments ivreg2 iv regression instrumental-variable r
Language:R 5
statalasso / pdslasso
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
causal-inference instrumental-variable lasso model-selection stata variable-selection
Language:Stata 5
chunlinli / intdag
Estimation and inference of a directed acyclic graph with unspecified interventions.
graphical-models causal-discovery data-perturbation instrumental-variable
Language:R 4
joy-shi1 / sncftms
R functions for g-estimation of structural nested cumulative failure models using (1) confounding adjustment or (2) instrumental variable analysis
mendelian-randomization instrumental-variable causal-inference time-varying
Language:R 4
BendeguzBiksi / Master-Studies-Econometrics-II
Master Degree Coursework: Econometrics II
stata regression panel-data panel-analysis mergers ols-regression endogeneity instrumental-variable logit-model logit elasticity market-data marketdata cars-dataset demand supply estimation econometrics econometrics-graduate-course statistics
Language:Stata 3
mboissel / MR_training
Starter Pack About Mendelian Randomization. My Feedback about MR traning followed in 2020.
causality-analysis genetics instrumental-variable mendelian-randomization r
Language:HTML 3
mochenyang / EnsembleIV
Code for ForestIV
r-package econometrics instrumental-variable random-forest causal-inference
Language:R 3
youjin1207 / survivalIV
Code/Data/Figure for "Nonparametric Instrumental Variable Estimator for Survival Outcomes"
causal-inference instrumental-variable survival-analysis
Language:R 3
chunlinli / grivet
Graphical Instrumental Variable Estimation and Testing
2sls causal-discovery graphical-models instrumental-variable
Language:R 2
edoardofalchi / Instrumental-Variable-paper-replication-and-critique
IV technique. Replication & critique of N. Nunn paper using R
iv harvard instrumental-variable africa slavery ols
Language:HTML 2
jfosea / rsisVIVE
This is an R package I developed to estimate the causal effect of an exposure on an outcome when there's invalid instruments and large proportions of contamination.
causal-inference instrumental-variable robust-statistics
Language:R 2
myupeshkov / Econometrics_HSE
Econometrics courses (Coursera and HSE)
econometrics hypothesis-testing regression-models ols-regression instrumental-variable
Language:Jupyter Notebook 2
calosor / linear_models
Linear regression models for Python
econometrics instrumental-variable linear-regression machine-learning ols-regression python
Language:Jupyter Notebook 1
ileanamarroquin / latin-america-remittances-iv-model
The context of this repo is sharing the empiric work presented as my MPA thesis on July 2023. The research is title is: "Remittances vs Public Finance Capacity. Impact Assessment in Reducing Income Inequality in Latin America: A Quasi-Experimental Analysis"
capacity-building data-panel income-inequality instrumental-variable latin-america public-sector quasi-experimental remittances thesis-project
Language:R 1
joy-shi1 / smms-and-iv
Simulations of MR analyses with time-varying exposures using structural mean models
mendelian-randomization instrumental-variable causal-inference time-varying
Language:R 1
LouisSirugue / Nonparametric-IV_Replication-of-Horowitz-2011
Replication and simulations on "Applied Nonparametric Instrumental Variables Estimation" by Horowitz (2011) using R
horowitz nonparametric instrumental-variable
Language:HTML 1
remlapmot / ivonesamplemr
Stata package for one-sample Mendelian randomization / instrumental variable analyses
instrumental-variable instrumental-variables stata mendelian-randomization mendelian-randomisation mendelianrandomisation mendelianrandomization
Language:Stata 1
trajceskijovan / Empirical-study-Causal-effect-and-causal-inference
COVID-19 mortality rate (Python). Original empirical study submitted for the Applied Predictive Modeling course during my second semester at HKBU - Master of Science in Data Analytics and Business Economics.
causal-inference empirical-research covid-19 regression hypothesis-testing t-statistic sargant-test confidence-intervals endogeneity instrumental-variable iv 2sls python statsmodels scipy econometrics
Language:Jupyter Notebook 1
ulaseraslan / Econometrics
Sabanci University ECON 301 (Econometrics) Problem Set Solutions & Stata Analysis
ols-regression multiple-linear-regression data-analysis difference-in-differences stata fixed-effects instrumental-variable
Language:Stata 1
alinacherkas / MA-Thesis
Replication files for the MA Thesis submitted to Central European University in a.y. 2019/2020
replication instrumental-variable migration quantitative-analysis panel-data multivariate-analysis multilevel-models causal-inference
Language:HTML 0
jonathanold / networks-in-conflict
Replication of Networks in Conflict Econometrica Paper
econometrics instrumental-variable political-economy replication structural-estimation
Language:Stata 0
remlapmot / bpbounds
R package implementing nonparametric bounds for the ACE due to Balke and Pearl, JASA, 1997
ace average-causal-effect bounds instrumental-variable iv mendelian mendelian-randomisation mendelian-randomization mendelianrandomisation mendelianrandomization mr nonparametric nonparametric-bounds pearl r shiny
Language:R 0
YexuanShen / Project_ChildImpactOnWomenCareer_2021
Econometrics research project of children's impact on women's project using STATA coding.
big-data econometrics eda endogeneity instrumental-variable stata
0
DSsoli / esa-2scm
ESA-2SCM for Causal Discovery: Causal Modeling with Elastic Segmentation-based Synthetic Instrumental Variable
causal-discovery causal-inference causal-models causality causality-algorithms causality-analysis instrumental-variable statistical-analysis statistical-inference statistics structural-causal-model structural-equation-modeling
Language:Python
pgesteirads / Trab3_IV
Trabalho 3 de microeconometria
microeconometrics econometrics instrumental-variable
Language:R
syedmfuad / daca_causal
Causal effect of DACA on labor market outcomes. Run difference-in-differences models for immigrants near the criteria cutoffs for DACA eligibility and investigate the causal effect of DACA on labor market outcomes of local residents.
causal-inference differences-in-differences immigration instrumental-variable labor-economics labor-market
Language:R
youjin1207 / EvidenceIV
Codes for "Evidence Factors from Multiple, Possibly Invalid, Instrumental Variables"
causal-inference sensitivity-analysis observational-study instrumental-variable
Language:R