Implementation of the categorical instrumental variable (CIV) estimator proposed by Wiemann (2023) <doi:10.48550/arXiv.2311.17021>. CIV allows for optimal instrumental variable estimation in settings with relatively few observations per category. To obtain valid inference in these challenging settings, CIV leverages a regularization assumption that implies existence of a latent categorical variable with fixed finite support achieving the same first stage fit as the observed instrument.
Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=civ to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4