npiv: Nonparametric Instrumental Variables Estimation and Inference
Implements methods introduced in Chen, Christensen, and Kankanala (2024) <doi:10.1093/restud/rdae025> for estimating and constructing uniform confidence bands for nonparametric structural functions using instrumental variables, including data-driven choice of tuning parameters. All methods in this package apply to nonparametric regression as a special case.
| Version: |
0.1.3 |
| Imports: |
progress, MASS, Formula, withr |
| Published: |
2025-01-08 |
| DOI: |
10.32614/CRAN.package.npiv |
| Author: |
Jeffrey S. Racine [aut],
Timothy Christensen [aut, cre],
Patrick Alken [ctb],
Rhys Ulerich [ctb],
Simon N. Wood [ctb] |
| Maintainer: |
Timothy Christensen <timothy.christensen at yale.edu> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| CRAN checks: |
npiv results |
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