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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 |
| Reference manual: | npiv.pdf |
| Package source: | npiv_0.1.3.tar.gz |
| Windows binaries: | r-devel: npiv_0.1.3.zip, r-release: npiv_0.1.3.zip, r-oldrel: npiv_0.1.3.zip |
| macOS binaries: | r-release (arm64): npiv_0.1.3.tgz, r-oldrel (arm64): npiv_0.1.3.tgz, r-release (x86_64): npiv_0.1.3.tgz, r-oldrel (x86_64): npiv_0.1.3.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.