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genpark-instrumental-variable-two-stage-estimator-skill

mcp
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SUMMARY

GenPark AI Agent Skill - Instrumental Variable (IV) Two-Stage Least Squares (2SLS) causal estimator isolating unobserved confounding and testing instrument strength.

README.md

GenPark Instrumental Variable Two-Stage Least Squares (2SLS) Estimator Skill

Instrumental Variable (IV) Two-Stage Least Squares (2SLS) causal estimator isolating unobserved confounding.

Read more at GenPark and the GenPark MCP Catalog.

graph LR
    Z[Exogenous Instrument Z] -->|Relevance| X[Endogenous Treatment X]
    U((Unobserved Confounder U)) --> X
    U --> Y[Outcome Y]
    X -->|True Causal Effect beta| Y
    style Z fill:#c8e6c9
    style U fill:#ffcdd2
    style X fill:#fff9c4
    style Y fill:#bbdefb

Features

  • Pure Python 2SLS estimator with Stage 1 instrument strength F-test.
  • Unbiased causal effect recovery under unobserved endogeneity.
  • Zero external dependencies.

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