compare 2sls with 2 sample mr

mr_comparison.R

library(TwoSampleMR)
library(systemfit)

# test 2sls

b <- matrix(rbinom(10000, 2, 0.5), 1000)
eff <- rnorm(10)
g <- b %*% eff * 100
u <- rnorm(1000)
x <- scale(rnorm(1000) + g - u) * 100
y <- scale(rnorm(1000) + 0.3 * x + u) * 100

dat <- data.frame(y, x, g, b)

i1 <- 1:500
i2 <- 501:1000

d1 <- dat[i1, ]
d2 <- dat[i2, ]


eff_hat <- array(0, 10)
eff_se <- array(0, 10)
for(i in 1:10)
{
	mod <- summary(lm(d1$x ~ b[i1,i]))
	eff_hat[i] <- mod$coefficients[2,1]
	eff_se[i] <- mod$coefficients[2,2]
}


oeff_hat <- array(0, 10)
oeff_se <- array(0, 10)
for(i in 1:10)
{
	mod <- summary(lm(d2$y ~ b[i2,i]))
	oeff_hat[i] <- mod$coefficients[2,1]
	oeff_se[i] <- mod$coefficients[2,2]
}


mr_ivw(eff_hat, oeff_hat, eff_se, oeff_se)

summary(systemfit(y ~ x, "2SLS", dat, inst = ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9 + X10))

summary(systemfit(y ~ x, "2SLS", dat, inst = ~ g))