SIVMethod: Identification, Estimation and Inference Based on Structural Error Projection

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>.

Version:	0.1.0
Depends:	R (≥ 3.5)
Imports:	glmnet, stats, utils
Suggests:	testthat (≥ 3.0.0)
Published:	2026-09-27
DOI:	10.32614/CRAN.package.SIVMethod
Author:	Yuhuai Chen [aut, cre], Chaohua Dong [aut], Jiti Gao [aut], Linton Oliver [aut], Bin Peng [aut]
Maintainer:	Yuhuai Chen <yuhuai.chen0351 at gmail.com>
BugReports:	https://github.com/Greatknee/SIVMethod/issues
License:	MIT + file LICENSE
URL:	https://github.com/Greatknee/SIVMethod
NeedsCompilation:	no
Citation:	SIVMethod citation info
Materials:	README
CRAN checks:	SIVMethod results

Documentation:

Reference manual:

SIVMethod.html , SIVMethod.pdf

Downloads:

Package source:	SIVMethod_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: SIVMethod_0.1.0.zip, r-oldrel: SIVMethod_0.1.0.zip
macOS binaries:	r-release (arm64): SIVMethod_0.1.0.tgz, r-oldrel (arm64): SIVMethod_0.1.0.tgz, r-release (x86_64): SIVMethod_0.1.0.tgz, r-oldrel (x86_64): SIVMethod_0.1.0.tgz

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