| Name : R-hdm
| |
| Version : 0.3.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:20:35
|
| Group : Development/Libraries/Other
| Source RPM : R-hdm-0.3.2-lp153.1.4.src.rpm
|
| Size : 1.87 MB
| |
| Packager : (none)
| |
| Summary : High-Dimensional Metrics
|
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) < arXiv:1603.01700>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
