Bi_TSLS {BiTSLS} | R Documentation |
Bidirectional Two-Stage Least Squares Estimation
Description
Performs bidirectional two-stage least squares (Bi-TSLS) estimation to identify bidirectional causal effects between X and Y using proxy variables Z and W. Requires at least one covariate in addition to X, Y, Z, and W.
Usage
Bi_TSLS(data, R_w = 0, R_z = 0)
Arguments
data |
A data frame containing at least these variables:
|
R_w |
Sensitivity parameter for W (default = 0) |
R_z |
Sensitivity parameter for Z (default = 0) |
Value
A list containing:
beta_XY: Estimated effect of X on Y
beta_YX: Estimated effect of Y on X
Examples
# Create example data with covariate
n <- 1000
data <- data.frame(
X = rnorm(n),
Y = rnorm(n),
Z = rnorm(n),
W = rnorm(n),
V = rnorm(n) # At least one covariate is required
)
# Run BiTSLS
result <- Bi_TSLS(data)
print(result)
[Package BiTSLS version 0.1.0 Index]