He very rarely credited himself; he was pretty humble about that sort of thing. However, as I understand it, he pretty much had all of the ideas for what was going to be filmed. He just didn't do the actual filming. IMDB lists him as an uncredited director for a number of films, though you shouldn't necessarily trust IMDB, of course.   

Template deletion
:Template:Harold Lloyd has been nominated for deletion, as far as I can understand it, on the grounds that actors don't influence their films that much.  Please have your say over here before this Wednesday (I think).