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Estimation and inference for regression models with endogenous regressors using a semiparametric projection approach. Instrumental variables are constructed internally from observed regressors by projecting out a space of basis functions used to represent the conditional mean of the structural error. A least absolute shrinkage and selection operator (LASSO) procedure selects basis functions for the projection. Tools are provided for simulation studies and empirical applications. The methods are based on Dong, Gao, Linton and Peng (2026) <doi:10.48550/arXiv.2607.05699>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5) |
| Imports: | glmnet, stats, utils |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-09-27 |
| DOI: | 10.32614/CRAN.package.SIVMethod |
| Author: | Yuhuai Chen [aut, cre], Chaohua Dong [aut], Jiti Gao [aut], Linton Oliver [aut], Bin Peng [aut] |
| Maintainer: | Yuhuai Chen <yuhuai.chen0351 at gmail.com> |
| BugReports: | https://github.com/Greatknee/SIVMethod/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/Greatknee/SIVMethod |
| NeedsCompilation: | no |
| Citation: | SIVMethod citation info |
| Materials: | README |
| CRAN checks: | SIVMethod results |
| Reference manual: | SIVMethod.html , SIVMethod.pdf |
| Package source: | SIVMethod_0.1.0.tar.gz |
| Windows binaries: | r-devel: SIVMethod_0.1.0.zip, r-release: SIVMethod_0.1.0.zip, r-oldrel: SIVMethod_0.1.0.zip |
| macOS binaries: | r-release (arm64): SIVMethod_0.1.0.tgz, r-oldrel (arm64): SIVMethod_0.1.0.tgz, r-release (x86_64): SIVMethod_0.1.0.tgz, r-oldrel (x86_64): SIVMethod_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.