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.">

npiv: Nonparametric Instrumental Variables Estimation and Inference (original) (raw)

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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