Nonparametric Instrumental Variables#

The NPIV module provides nonparametric instrumental variables estimation with uniform confidence bands. The implementation follows Chen, Christensen, and Kankanala (2024).

Core NPIV Functions#

`npiv`	Estimate nonparametric instrumental variables model with uniform confidence bands.
`npiv_est`	Core sieve TSLS estimation for the nonparametric IV model.
`npiv_choose_j`	Select optimal B-spline dimensions.
`npiv_j`	Implement Lepski's method for optimal sieve dimension selection.
`npiv_jhat_max`	Determine the upper limit of the sieve dimension grid.

Uniform Confidence Bounds#

`compute_cck_ucb`	Compute honest and adaptive UCBs.
`compute_ucb`	Compute uniform confidence bands for nonparametric instrumental variables.

Spline Functions#

Product Splines#

prodspline

Create multivariate spline basis with B-spline components.

Result Objects#

NPIVResult

Container for nonparametric instrumental variables estimation results.