DLL - Decorrelated Local Linear Estimator
Implementation of the Decorrelated Local Linear estimator proposed in <arxiv:1907.12732>. It constructs the confidence interval for the derivative of the function of interest under the high-dimensional sparse additive model.
Last updated 3 years ago
5.47 score 1 stars 2.9k scripts 278 downloadsRobustIV - Robust Instrumental Variable Methods in Linear Models
Inference for the treatment effect with possibly invalid instrumental variables via TSHT('Guo et al.' (2016) <arXiv:1603.05224>) and SearchingSampling('Guo' (2021) <arXiv:2104.06911>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2016) <arXiv:1609.06713>).
Last updated 2 years ago
3.65 score 3 stars 3 scripts 185 downloadscontrolfunctionIV - Control Function Methods with Possibly Invalid Instrumental Variables
Inference with control function methods for nonlinear outcome models when the model is known ('Guo and Small' (2016) <arXiv:1602.01051>) and when unknown but semiparametric ('Li and Guo' (2021) <arXiv:2010.09922>).
Last updated 2 years ago
3.30 score 4 stars 1 scripts 255 downloads