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hdm
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]
[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
Previous versions and publish date:
Other packages that cited hdm R package
View hdm citation profile
Other R packages that hdm depends,
imports, suggests or enhances
Functions, R codes and Examples using
the hdm R package
Some associated functions: AJR . BLP . EminentDomain . Growth-Data . LassoShooting.fit . TE . coef.rlassoEffects . cps2012 . hdm-package . lambdaCalculation . methods.rlasso . methods.rlassoEffects . methods.rlassoIV . methods.rlassoIVselectX . methods.rlassoIVselectZ . methods.rlassoTE . methods.rlassologit . methods.rlassologitEffects . methods.tsls . p_adjust . pension . print_coef . rlasso . rlassoEffects . rlassoIV . rlassoIVselectX . rlassoIVselectZ . rlassologit . rlassologitEffects . summary.rlassoEffects . tsls .
Some associated R codes: LassoShooting.fit.R . help_functions.R . p_adjust.R . pkg-package.R . rlasso.R . rlassoEffects.R . rlassoIV.R . rlassoIVselectX.R . rlassoIVselectZ.R . rlassologit.R . rlassologitEffect.R . rlassotreatment.R . tsls.R . Full hdm package functions and examples
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