hdm

Implementation of selected high-dimensional statistical and econometric methods for estimation and inference. Efficient estimators and uniformly valid confidence intervals for various low-dimensional causal/ structural parameters are provided which appear in high-dimensional approximately sparse models. Including functions for fitting heteroscedastic robust Lasso regressions with non-Gaussian errors and for instrumental variable (IV) and treatment effect estimation in a high-dimensional setting. Moreover, the methods enable valid post-selection inference and rely on a theoretically grounded, data-driven choice of the penalty. Chernozhukov, Hansen, Spindler (2016) doi:10.48550/arXiv.1603.01700.

Last 30 days

This package has been downloaded 1,412 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 84 times.

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Last 365 days

This package has been downloaded 18,666 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was Jul 20, 2024 with 218 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.