Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective

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Documentation for package ‘naivereg’ version 1.0.1

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IVselect Selecting instrument variables using group lasso and B-splines
naive.gel Estimete the parameters with gel after IV selecting
naive.gmm Estimete the parameters with gmm after IV selecting
naivedata Data generated by Monte Carlo
naivereg Nonparametric additive instrumental variable estimator