hdm: High-Dimensional Metrics

In this article the package High-dimensional Metrics hdm is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing for (possibly many...

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Bibliographic Details
Main Authors: Chernozhukov, Victor V (Author), Hansen, Chris (Author), Spindler, Martin (Author)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor)
Format: Article
Language:English
Published: The R Foundation, 2019-11-07T19:05:54Z.
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