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causal-iv - Conduct instrumental variables and 2SLS analysis

Guides instrumental variables analysis in R or Python with assumption checks, first-stage diagnostics, 2SLS estimation, weak-instrument detection, and robustness tests.

Tags

Updated: 2026-10-05
instrumental variables2SLScausal inferenceendogeneityweak instrumentseconometrics

Capabilities

Check IV assumptionsRun first-stage diagnosticsEstimate 2SLS modelsCompare IV with OLS

Typical Inputs

DatasetTreatment variableProposed instrument

Typical Outputs

Assumption assessmentFirst-stage diagnosticsIV and 2SLS estimates

What this skill does

  • Check IV assumptions
  • Run first-stage diagnostics
  • Estimate 2SLS models
  • Compare IV with OLS
  • Detect weak instruments
  • Perform robustness tests
  • Explain LATE interpretation

Inputs

  • Dataset
  • Treatment variable
  • Proposed instrument
  • Outcome variable
  • Covariates
  • Study design
  • Analysis language
  • Analysis plan

Outputs

  • Assumption assessment
  • First-stage diagnostics
  • IV and 2SLS estimates
  • OLS comparison
  • Executable analysis code
  • Robustness test results
  • Warnings about identification

Requirements

  • R version 4.0 or later or Python version 3.9 or later
  • Template-specified package dependencies
  • Access to skill reference and template files

Source

  • Spec: SKILL.md

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