Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

Instrumental Variables Mixtape Track taught by Peter Hull

[CVPR 2023] Official PyTorch Implementation for "Demystifying Causal Features on Adversarial Examples and Causal Inoculation for Robust Network by Adversarial Instrumental Variable Regression"

The official implementation for WWW 2022 paper "A Model-Agnostic Causal Learning Framework for Recommendation using Search Data"

R package of useful functions for one-sample Mendelian randomization and instrumental variable analyses

2SLS Regression with Diagnostics in R

Granular instrumental variables, using Gabaix and Koijen paper (2020)

[TKDD 2022] Implementation for "Auto IV: Counterfactual Prediction via Automatic Instrumental Variable Decomposition".

CRAN Task View: Causal Inference

REndo - A R package to control for endogeneity by using internal instrumental variable models

Package for heterogeneous causal effects in the presence of imperfect compliance (e.g., instrumental variables, fuzzy regression discontinuity designs)

Inference in SVMA models identified by external instruments/proxies

Code for "Learning Deep Features in Instrumental Variable Regression" (https://arxiv.org/abs/2010.07154)

nl-causal: nonlinear causal inference based on IV regression in Python

Inference in instrumental variables models robust to many instruments

Jackknife Instrumental Variables Estimation

Bounding causal effects in general (continuous, non-additive) instrumental variable models.

Profiling Compliers and Non-compliers for Instrumental Variable Analysis

Instrumental Variable Quantile Regression

Spatial and serial correlation adjustment for regressions with high dimensional fixed effects. This version also includes the possibility of instrumental variable regression and working with weighted data

Lecture slides, video recordings, and coding exercises from the 2024 Northwestern University Causal Inference Workshop. This repository is not affiliated with Northwestern University or the workshop.

Instrumental variable regression in Python

Kernel Instrumental Variable Regression

Causal Gradient Boosting: Boosted Instrumental Variable Regression

A Stata module for an instrumental variables correlated random coefficients estimator.

Investigate how racial segregation influences urban poverty and inequality, using railroad track layouts as an instrumental variable (IV) to estimate the causal impact of segregation on poverty rates.

twostepweakiv is a Stata module that implements two-step weak-instrument-robust confidence sets based on Andrews (2018) and refined projection method for subvector inference based on Chaudhuri and Zivot (2011) for linear instrumental-variable (IV) models. There is an accompanying Stata Journal article (Sun, 2018) that provides an overview on these methods and includes details for using twostepweakiv in Stata.

Graphical Instrumental Variable Estimation and Testing

Suite of sensitivity analysis tools for instrumental variable estimates