Other packages > Find by keyword >

hdm  

High-Dimensional Metrics
View on CRAN: Click here


Download and install hdm package within the R console
Install from CRAN:
install.packages("hdm")

Install from Github:
library("remotes")
install_github("cran/hdm")

Install by package version:
library("remotes")
install_version("hdm", "0.3.2")



Attach the package and use:
library("hdm")
Maintained by
Martin Spindler
[Scholar Profile | Author Map]
First Published: 2016-02-02
Latest Update: 2024-02-14
Description:
Implementation of selected high-dimensional statistical and econometric methods for estimation and inference. Efficient estimators and uniformly valid confidence intervals for various low-dimensional causal/ structural parameters are provided which appear in high-dimensional approximately sparse models. Including functions for fitting heteroscedastic robust Lasso regressions with non-Gaussian errors and for instrumental variable (IV) and treatment effect estimation in a high-dimensional setting. Moreover, the methods enable valid post-selection inference and rely on a theoretically grounded, data-driven choice of the penalty. Chernozhukov, Hansen, Spindler (2016) .
How to cite:
Martin Spindler (2016). hdm: High-Dimensional Metrics. R package version 0.3.2, https://cran.r-project.org/web/packages/hdm. Accessed 29 Apr. 2025.
Previous versions and publish date:
0.1.0 (2016-02-02 11:52), 0.2.0 (2016-06-17 21:46), 0.2.3 (2018-01-23 22:50), 0.3.1 (2019-01-18 22:50)
Other packages that cited hdm R package
View hdm citation profile
Other R packages that hdm depends, imports, suggests or enhances
Complete documentation for hdm
Downloads during the last 30 days
03/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/28Downloads for hdm2030405060708090100TrendBars

Today's Hot Picks in Authors and Packages

phecodemap  
Visualization for PheCode Mapping with ICD-9 and ICD-10-CM Codes
To build a shiny app for visualization of the hierarchy of PheCode Mapping with International Classi ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
bigGP  
Distributed Gaussian Process Calculations
Distributes Gaussian process calculations across nodes in a distributed memory setting, using Rmpi. ...
Download / Learn more Package Citations See dependency  
knockoff  
The Knockoff Filter for Controlled Variable Selection
The knockoff filter is a general procedure for controlling the false discovery rate (FDR) when perf ...
Download / Learn more Package Citations See dependency  
NBBDesigns  
Neighbour Balanced Block Designs (NBBDesigns)
Neighbour-balanced designs ensure that no treatment is disadvantaged unfairly by its surroundings. T ...
Download / Learn more Package Citations See dependency  
PCAmatchR  
Match Cases to Controls Based on Genotype Principal Components
Matches cases to controls based on genotype principal components (PC). In order to produce better r ...
Download / Learn more Package Citations See dependency  

24,142

R Packages

207,311

Dependencies

65,176

Author Associations

24,143

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA