{ "_id": "6a1298f5acfb0bcc41d0d871", "Package": "naivereg", "Type": "Package", "Title": "Nonparametric Additive Instrumental Variable Estimator and\nRelated IV Methods", "Version": "1.0.5", "Author": "Qingliang Fan, KongYu He, Wei Zhong", "Maintainer": "Qingliang Fan ", "Description": "In empirical studies, instrumental variable (IV)\nregression is the signature method to solve the endogeneity\nproblem. If we enforce the exogeneity condition of the IV, it\nis likely that we end up with a large set of IVs without\nknowing which ones are good. Also, one could face the model\nuncertainty for structural equation, as large micro dataset is\ncommonly available nowadays. This package uses adaptive group\nlasso and B-spline methods to select the nonparametric\ncomponents of the IV function, with the linear function being a\nspecial case (naivereg). The package also incorporates two\nstage least squares estimator (2SLS), generalized method of\nmoment (GMM), generalized empirical likelihood (GEL) methods\npost instrument selection, logistic-regression instrumental\nvariables estimator (LIVE, for dummy endogenous variable\nproblem), double-selection plus instrumental variable estimator\n(DS-IV) and double selection plus logistic regression\ninstrumental variable estimator (DS-LIVE), where the double\nselection methods are useful for high-dimensional structural\nequation models. The naivereg is nonparametric version of\n'ivregress' in 'Stata' with IV selection and high dimensional\nfeatures. The package is based on the paper by Q. Fan and W.\nZhong, \"Nonparametric Additive Instrumental Variable Estimator:\nA Group Shrinkage Estimation Perspective\" (2018), Journal of\nBusiness & Economic Statistics\n as well as a series of\nworking papers led by the same authors.", "License": "GPL (>= 2)", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.0.2", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-24 06:18:56 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2020-03-18 14:40:14 UTC", "RemoteUrl": "https://github.com/cran/naivereg", "RemoteRef": "HEAD", "RemoteSha": "085f18be823ee53a29b275a678d0db9db6c26904", "MD5sum": "0b3901ded73ebaa20ae40eb405327264", "_user": "cran", "_type": "src", "_file": "naivereg_1.0.5.tar.gz", "_fileid": "13c78e5701f5c50ea9bbb31fb522d5bc16eb3af4d80c701372bde1312e4b2424", "_filesize": 726279, "_sha256": "13c78e5701f5c50ea9bbb31fb522d5bc16eb3af4d80c701372bde1312e4b2424", "_created": "2026-05-24T06:18:56.000Z", "_published": 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