Approximate Instrumental Variables

Material related to the manuscript "Measurement Error Modelling with an Approximate Instrumental Variable" by Paul Gustafson

Complete figures for the empirical comparison in Section 2.2. The 2^5=32 files correspond to possible levels of factors A, B, C, E, F. For instance, "" corresponds to A=low, B=low, C=high, E=low, F=high. Within a figure (file) the nine panels correspond to the 3^2=9 levels of factors D and G (rows: D=low through D=high, columns: G=low through G=high). The title above each panel gives levels of all seven factors A through G. The graphical format of each panel is exactly as per Figure 1 of the manuscript.

Here is the R code to evaluate large-sample bias for given hyperparameters and point in the parameter space. For example, the function analyze() is called by the R code to produce Fig. 1 and additional Figs.

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