leakyIV: Leaky Instrumental Variables

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical methods rely on strong assumptions such as the exclusion criterion, which states that instrumental effects must be entirely mediated by treatments. In the so-called "leaky" IV setting, candidate instruments are allowed to have some direct influence on outcomes, rendering the average treatment effect (ATE) unidentifiable. But with limits on the amount of information leakage, we may still recover sharp bounds on the ATE, providing partial identification. This package implements methods for ATE bounding in the leaky IV setting with linear structural equations. For details, see Watson et al. (2024) <doi:10.48550/arXiv.2404.04446>.

Version: 0.0.1
Imports: data.table, corpcor, glasso, Matrix, mvnfast, foreach
Published: 2024-04-09
Author: David S. Watson ORCID iD [aut, cre, cph]
Maintainer: David S. Watson <david.s.watson11 at gmail.com>
BugReports: https://github.com/dswatson/leakyIV/issues
License: GPL (≥ 3)
URL: https://github.com/dswatson/leakyIV
NeedsCompilation: no
Materials: NEWS
CRAN checks: leakyIV results


Reference manual: leakyIV.pdf


Package source: leakyIV_0.0.1.tar.gz
Windows binaries: r-devel: leakyIV_0.0.1.zip, r-release: leakyIV_0.0.1.zip, r-oldrel: leakyIV_0.0.1.zip
macOS binaries: r-release (arm64): leakyIV_0.0.1.tgz, r-oldrel (arm64): leakyIV_0.0.1.tgz, r-release (x86_64): leakyIV_0.0.1.tgz, r-oldrel (x86_64): leakyIV_0.0.1.tgz


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