Package: SIVMethod
Type: Package
Title: Identification, Estimation and Inference Based on Structural
        Error Projection
Version: 0.1.0
Authors@R: c(
    person("Yuhuai", "Chen", email = "yuhuai.chen0351@gmail.com", role = c("aut", "cre")),
    person("Chaohua", "Dong", email = "dchaohua@zuel.edu.cn", role = c("aut")),
    person("Jiti", "Gao", email = "jiti.gao@gmail.com", role = c("aut")),
    person("Linton", "Oliver", email = "obl20@cam.ac.uk", role = c("aut")),
    person("Bin", "Peng", email="bin.peng@monash.edu", role=c("aut"))
    )
Description: Estimation and inference for regression models with endogenous regressors using a semiparametric projection approach. Instrumental variables are constructed internally from observed regressors by projecting out a space of basis functions used to represent the conditional mean of the structural error. A least absolute shrinkage and selection operator (LASSO) procedure selects basis functions for the projection. Tools are provided for simulation studies and empirical applications. The methods are based on Dong, Gao, Linton and Peng (2026) <doi:10.48550/arXiv.2607.05699>.
License: MIT + file LICENSE
Encoding: UTF-8
URL: https://github.com/Greatknee/SIVMethod
BugReports: https://github.com/Greatknee/SIVMethod/issues
Depends: R (>= 3.5)
Imports: glmnet, stats, utils
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Config/roxygen2/version: 8.0.0
Date: 2026-09-14
NeedsCompilation: no
Packaged: 2026-09-15 11:48:25 UTC; greatknee
Author: Yuhuai Chen [aut, cre],
  Chaohua Dong [aut],
  Jiti Gao [aut],
  Linton Oliver [aut],
  Bin Peng [aut]
Maintainer: Yuhuai Chen <yuhuai.chen0351@gmail.com>
Repository: CRAN
Date/Publication: 2026-09-27 16:00:09 UTC
