Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
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Updated
Apr 16, 2024 - Python
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Implementation of Deep IV: A Flexible Approach for Counterfactual Prediction
Package for heterogeneous causal effects in the presence of imperfect compliance (e.g., instrumental variables, fuzzy regression discontinuity designs)
R package of useful functions for one-sample Mendelian randomization and instrumental variable analyses
Master Degree Coursework: Econometrics I
A Stata module for an instrumental variables correlated random coefficients estimator.
IV diagnostics package accompanying Lal, Lockhart, Xu, and Zu (2023).
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
Test for weak IV instruments in R.
Estimation and inference of a directed acyclic graph with unspecified interventions.
R functions for g-estimation of structural nested cumulative failure models using (1) confounding adjustment or (2) instrumental variable analysis
Code/Data/Figure for "Nonparametric Instrumental Variable Estimator for Survival Outcomes"
Starter Pack About Mendelian Randomization. My Feedback about MR traning followed in 2020.
Master Degree Coursework: Econometrics II
Code for ForestIV
Graphical Instrumental Variable Estimation and Testing
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.
Econometrics courses (Coursera and HSE)
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.
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