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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 06 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
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