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iv-estimation

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IV estimation and causal inference made practical.

Data & Analytics#diagnostics#causal-inference#iv#psm#instrumental-variables#2sls#endogeneity
Authorsheehe
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Instrumental variables and related causal-inference techniques are often hard to apply correctly due to endogeneity and weak instruments. This skill provides practical guidance, templates, and diagnostics to perform IV/2SLS estimation and propensity score matching.

Core Features & Use Cases

  • IV / 2SLS estimation: Identify valid instruments, run two-stage least squares, and interpret LATE.
  • Diagnostics & Inference: First-stage F-statistics, Wu-Hausman, Sargan-Hansen, Anderson-Rubin, and LIML alternatives.
  • PSM workflows: When selection on observables is credible, implement propensity score matching and ATT estimation with balance checks.
  • Reference & templates: Code templates in Python, R, and Stata; expanded reference material in references/iv-reference.md for deeper dives.

Quick Start

Run a straightforward IV analysis by selecting valid instruments and performing a 2SLS estimation with accompanying diagnostics.

Dependency Matrix

Required Modules

None required

Components

references

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: iv-estimation
Download link: https://github.com/sheehe/coase/archive/main.zip#iv-estimation

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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