"Selecting invalid instruments to improve Mendelian randomization with two-sample summary data" by Ashish Patel, Francis J. DiTraglia, Verena Zuber, and Stephen Burgess
Paper link: https://arxiv.org/pdf/2107.01513.pdf (forthcoming Annals of Applied Statistics)
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R code to run the method: focusedMR.R
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CETP-analysis.R: R script to run the CETP cis-MR data example from the paper
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PCSK9-analysis.R: R script to run the PCSK9 cis-MR data example from the paper
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vitaminD-analysis.R: R script to run the vitamin D data example from the paper