High-Dimensional Metrics

Documentation for package ‘hdm’ version 0.3.1

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hdm: High-Dimensional Metrics

-- A --

AJR	AJR data set
ATE	Functions for estimation of treatment effects
ate	Functions for estimation of treatment effects
ATET	Functions for estimation of treatment effects
atet	Functions for estimation of treatment effects

-- B --

BLP	BLP data set

-- C --

coef.rlassoEffects	Coefficients from S3 objects 'rlassoEffects'
confint.rlassoEffects	Methods for S3 object 'rlassoEffects'
confint.rlassoIV	Methods for S3 object 'rlassoIV'
confint.rlassoIVselectX	Methods for S3 object 'rlassoIVselectX'
confint.rlassoIVselectZ	Methods for S3 object 'rlassoIVselectZ'
confint.rlassologitEffects	Methods for S3 object 'rlassologitEffects'
confint.rlassoTE	Methods for S3 object 'rlassoTE'
cps2012	cps2012 data set

-- D --

data	Pension 401(k) data set

-- E --

EminentDomain	Eminent Domain data set
Example	Growth data set

-- G --

GDP	Growth data set
Growth	Growth data set
Growth Data	Growth data set
GrowthData	Growth data set

-- H --

hdm	hdm: High-Dimensional Metrics

-- L --

lambdaCalculation	Function for Calculation of the penalty parameter
LassoShooting.fit	Shooting Lasso
LATE	Functions for estimation of treatment effects
late	Functions for estimation of treatment effects
LATET	Functions for estimation of treatment effects
latet	Functions for estimation of treatment effects

-- M --

methods.rlasso	Methods for S3 object 'rlasso'
methods.rlassoEffects	Methods for S3 object 'rlassoEffects'
methods.rlassoIV	Methods for S3 object 'rlassoIV'
methods.rlassoIVselectX	Methods for S3 object 'rlassoIVselectX'
methods.rlassoIVselectZ	Methods for S3 object 'rlassoIVselectZ'
methods.rlassologit	Methods for S3 object 'rlassologit'
methods.rlassologitEffects	Methods for S3 object 'rlassologitEffects'
methods.rlassoTE	Methods for S3 object 'rlassoTE'
methods.tsls	Methods for S3 object 'tsls'
model.matrix.rlasso	Methods for S3 object 'rlasso'
model.matrix.rlassologit	Methods for S3 object 'rlassologit'

-- P --

pension	Pension 401(k) data set
plans	Pension 401(k) data set
plot.rlassoEffects	Methods for S3 object 'rlassoEffects'
predict.rlasso	Methods for S3 object 'rlasso'
predict.rlassologit	Methods for S3 object 'rlassologit'
print.rlasso	Methods for S3 object 'rlasso'
print.rlassoEffects	Methods for S3 object 'rlassoEffects'
print.rlassoIV	Methods for S3 object 'rlassoIV'
print.rlassoIVselectX	Methods for S3 object 'rlassoIVselectX'
print.rlassoIVselectZ	Methods for S3 object 'rlassoIVselectZ'
print.rlassologit	Methods for S3 object 'rlassologit'
print.rlassologitEffects	Methods for S3 object 'rlassologitEffects'
print.rlassoTE	Methods for S3 object 'rlassoTE'
print.summary.rlassoEffects	Summarizing rlassoEffects fits
print.tsls	Methods for S3 object 'tsls'
print_coef	Printing coefficients from S3 objects 'rlassoEffects'
print_coef.rlassoEffects	Printing coefficients from S3 objects 'rlassoEffects'
p_adjust	Multiple Testing Adjustment of p-values for S3 objects 'rlassoEffects' and 'lm'
p_adjust.lm	Multiple Testing Adjustment of p-values for S3 objects 'rlassoEffects' and 'lm'
p_adjust.rlassoEffects	Multiple Testing Adjustment of p-values for S3 objects 'rlassoEffects' and 'lm'

-- R --

rlasso	rlasso: Function for Lasso estimation under homoscedastic and heteroscedastic non-Gaussian disturbances
rlasso.character	rlasso: Function for Lasso estimation under homoscedastic and heteroscedastic non-Gaussian disturbances
rlasso.default	rlasso: Function for Lasso estimation under homoscedastic and heteroscedastic non-Gaussian disturbances
rlasso.formula	rlasso: Function for Lasso estimation under homoscedastic and heteroscedastic non-Gaussian disturbances
rlassoATE	Functions for estimation of treatment effects
rlassoATE.default	Functions for estimation of treatment effects
rlassoATE.formula	Functions for estimation of treatment effects
rlassoATET	Functions for estimation of treatment effects
rlassoATET.default	Functions for estimation of treatment effects
rlassoATET.formula	Functions for estimation of treatment effects
rlassoEffect	rigorous Lasso for Linear Models: Inference
rlassoEffects	rigorous Lasso for Linear Models: Inference
rlassoEffects.default	rigorous Lasso for Linear Models: Inference
rlassoEffects.formula	rigorous Lasso for Linear Models: Inference
rlassoIV	Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
rlassoIV.default	Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
rlassoIV.formula	Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
rlassoIVmult	Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
rlassoIVselectX	Instrumental Variable Estimation with Selection on the exogenous Variables by Lasso
rlassoIVselectX.default	Instrumental Variable Estimation with Selection on the exogenous Variables by Lasso
rlassoIVselectX.formula	Instrumental Variable Estimation with Selection on the exogenous Variables by Lasso
rlassoIVselectZ	Instrumental Variable Estimation with Lasso
rlassoIVselectZ.default	Instrumental Variable Estimation with Lasso
rlassoIVselectZ.formula	Instrumental Variable Estimation with Lasso
rlassoLATE	Functions for estimation of treatment effects
rlassoLATE.default	Functions for estimation of treatment effects
rlassoLATE.formula	Functions for estimation of treatment effects
rlassoLATET	Functions for estimation of treatment effects
rlassoLATET.default	Functions for estimation of treatment effects
rlassoLATET.formula	Functions for estimation of treatment effects
rlassologit	rlassologit: Function for logistic Lasso estimation
rlassologit.character	rlassologit: Function for logistic Lasso estimation
rlassologit.default	rlassologit: Function for logistic Lasso estimation
rlassologit.formula	rlassologit: Function for logistic Lasso estimation
rlassologitEffect	rigorous Lasso for Logistic Models: Inference
rlassologitEffects	rigorous Lasso for Logistic Models: Inference
rlassologitEffects.default	rigorous Lasso for Logistic Models: Inference
rlassologitEffects.formula	rigorous Lasso for Logistic Models: Inference

-- S --

summary.rlasso	Methods for S3 object 'rlasso'
summary.rlassoEffects	Summarizing rlassoEffects fits
summary.rlassoIV	Methods for S3 object 'rlassoIV'
summary.rlassoIVselectX	Methods for S3 object 'rlassoIVselectX'
summary.rlassoIVselectZ	Methods for S3 object 'rlassoIVselectZ'
summary.rlassologit	Methods for S3 object 'rlassologit'
summary.rlassologitEffects	Methods for S3 object 'rlassologitEffects'
summary.rlassoTE	Methods for S3 object 'rlassoTE'
summary.tsls	Methods for S3 object 'tsls'

-- T --

tsls	Two-Stage Least Squares Estimation (TSLS)
tsls.default	Two-Stage Least Squares Estimation (TSLS)
tsls.formula	Two-Stage Least Squares Estimation (TSLS)

-- W --

wealth

Pension 401(k) data set

-- misc --

401(k)

Pension 401(k) data set