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

2SLS Regression with Diagnostics in R

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

CRAN Task View: Causal Inference

Inference in SVMA models identified by external instruments/proxies

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

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

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.

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

Analyze the effects of seasonal migration on household consumption and expenditures in rural Bangladesh from a randomized control trial.

This is the website repository for the Stata packages lassopack & pdslasso. Please visit:

Econometrics II workshop (2025).

A machine learning–based package for transforming text into instrumental variables (IV).

2SLS IV regression with Python

📊 EconKit — 一站式计量经济学实证分析工具 | All-in-one Econometrics Toolkit for Chinese Economics Students. DID/PSM/RDD/IV/FE/GMM, parallel trends, placebo tests, PDF report. No code needed.

Stata package for one-sample Mendelian randomization / instrumental variable analyses

Functional Generalized Empirical Likelihood Estimation for Conditional Moment Restrictions

R code to reproduce results of data examples in 'Selecting invalid instruments to improve MR with two-sample summary data''