Package: naivereg
Type: Package
Title: Nonparametric Additive Instrumental Variable Estimator and
        Related IV Methods
Version: 1.0.7
Authors@R: c(
    person(given = "Qingliang", family = "Fan", role = c("aut", "cre"), email = "michaelqfan@xmu.edu.cn"),
    person(given = "KongYu", family = "He", role = "aut"),
    person(given = "Wei", family = "Zhong", role = "aut")
  )
Description: In empirical studies, instrumental variable (IV)
        regression is the signature method to solve the endogeneity
        problem. If we enforce the exogeneity condition of the IV, it
        is likely that we end up with a large set of IVs without
        knowing which ones are good. Also, one could face the model
        uncertainty for structural equation, as large micro dataset is
        commonly available nowadays. This package uses adaptive group
        lasso and B-spline methods to select the nonparametric
        components of the IV function, with the linear function being a
        special case (naivereg). The package also incorporates two
        stage least squares estimator (2SLS), generalized method of
        moment (GMM), generalized empirical likelihood (GEL) methods
        post instrument selection, logistic-regression instrumental
        variables estimator (LIVE, for dummy endogenous variable
        problem), double-selection plus instrumental variable estimator
        (DS-IV) and double selection plus logistic regression
        instrumental variable estimator (DS-LIVE), where the double
        selection methods are useful for high-dimensional structural
        equation models. The naivereg is nonparametric version of
        'ivregress' in 'Stata' with IV selection and high dimensional
        features. The package is based on the paper by Q. Fan and W.
        Zhong, "Nonparametric Additive Instrumental Variable Estimator:
        A Group Shrinkage Estimation Perspective" (2018), Journal of
        Business & Economic Statistics
        <doi:10.1080/07350015.2016.1180991> as well as a series of
        working papers led by the same authors.
Imports: grpreg,splines,gmm,stats,ncvreg,glmnet
License: GPL (>= 2)
Depends: R (>= 3.5.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.0.2
NeedsCompilation: no
Packaged: 2026-09-21 09:53:02 UTC; root
Author: Qingliang Fan [aut, cre], KongYu He [aut], Wei Zhong [aut]
Maintainer: Qingliang Fan <michaelqfan@xmu.edu.cn>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-08-22 10:30:07 UTC
RemoteUrl: https://github.com/cran/naivereg
RemoteRef: HEAD
RemoteSha: b62c17d3e538eebb3ad975ee7fea329f186dc621
