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

Documentation:

Reference manual:

npiv.pdf

Downloads:

Package source:	npiv_0.1.3.tar.gz
Windows binaries:	r-devel: not available, 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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