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]
All associated links for this package
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 07 Mar. 2026.
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

Today's Hot Picks in Authors and Packages

didrooRFM  
Compute Recency Frequency Monetary Scores for your Customer Data
This hosts the findRFM function which generates RFM scores on a 1-5 point scale for customer transa ...
Download / Learn more Package Citations See dependency  
factoextra  
Extract and Visualize the Results of Multivariate Data Analyses
Provides some easy-to-use functions to extract and visualize the output of multivariate data analys ...
Download / Learn more Package Citations See dependency  
prepdat  
Preparing Experimental Data for Statistical Analysis
Prepares data for statistical analysis (e.g., analysis of variance ;ANOVA) by enabling the user to ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
RobPer  
Robust Periodogram and Periodicity Detection Methods
Calculates periodograms based on (robustly) fitting periodic functions to light curves (irregularly ...
Download / Learn more Package Citations See dependency  
momentfit  
Methods of Moments
Several classes for moment-based models are defined. The classes are defined for moment conditions d ...
Download / Learn more Package Citations See dependency  

26,270

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

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