Nested Nonparametric Instrumental Variable Regression
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Installation & Usage
Notebook Examples
Longitudinal Notebook AGMM
Semiparametrics Notebook AGMM
Estimators for Sequential and Simultaneous Nested NPIV
Regularized Kernel Hilbert Space
Closed form - Estimator 1
rkhsiv.RKHSIV
rkhsiv.RKHSIVCV
rkhsiv.ApproxRKHSIV
rkhsiv.ApproxRKHSIVCV
Closed form - Estimator 2
rkhsiv.RKHSIVL2
rkhsiv.RKHSIVL2CV
Closed form - Estimator 3
Maximizers
Minimizers
Remark (Subsetted estimator)
Closed form - Estimator 3 (RKHS norm)
rkhs2iv.RKHS2IV
rkhs2iv.RKHS2IVCV
Remark: Subsetted estimator
Random Forest
Estimator 1
ensemble.EnsembleIV
ensemble.EnsembleIVStar
Estimator 2
ensemble.EnsembleIVL2
Estimator 3
ensemble2.Ensemble2IVL2
Subsetted estimator
Estimator 3 - (Function class bounded)
ensemble2.Ensemble2IV
Subsetted Estimator
Neural Networks
oadam.OAdam
Subsetted Estimator
Single estimator
Joint estimator
Sparse Linear Function Spaces (
\(\ell_1-\ell_1\)
)
Estimator 1
sparse_l1_l1.sparse_l1vsl1
Estimator 2
sparse_l1_l1.sparse_ridge_l1vsl1
Estimator 3 - (Ridge)
sparse2_l1_l1.sparse2_ridge_l1vsl1
Remark: Subsetted estimator
Estimator 3 - (
\(\ell_1\)
-norm)
sparse2_l1_l1.sparse2_l1vsl1
Regularized Linear Function Spaces (
\(\ell_2-\ell_2\)
)
Estimator 1
sparse_l2_l2.sparse_l2vsl2
Estimator 2
sparse_l2_l2.sparse_ridge_l2vsl2
Estimator 3 - (Ridge)
sparse2_l2_l2.sparse2_ridge_l2vsl2
Estimator 3 - (
\(\ell_2\)
-norm)
sparse2_l2_l2.sparse2_l2vsl2
Linear Class
tsls.tsls
tsls.regtsls
Semiparametric Estimation
NPIV
dml_npiv.DML_npiv
Mediation Analysis
Different Estimands
dml_mediated.DML_mediated
dml_joint_mediated.DML_joint_mediated
Long-term Effect Analysis
Surrogacy Model
Latent Unconfounded Model
dml_longterm.DML_longterm
dml_joint_longterm.DML_joint_longterm
API Documentation
Longitudinal Analysis
Regularized Kernel Hilbert Space
NPIV
Nested NPIV
Random Forest
NPIV
Nested NPIV
Neural Networks
NPIV
Nested NPIV
Sparse Linear Function Spaces
NPIV
Nested NPIV
Regularized Linear Function Spaces
NPIV
Nested NPIV
Linear Class
Semiparametrics
Nonparametric Instrumental Variables
Mediation Analysis
Sequential mediation
Joint mediation
Longterm Analysis
Sequential longterm
Joint longterm
Nested Nonparametric Instrumental Variable Regression
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API Documentation
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API Documentation
Longitudinal Analysis
Regularized Kernel Hilbert Space
NPIV
Nested NPIV
Random Forest
NPIV
Nested NPIV
Neural Networks
NPIV
Nested NPIV
Sparse Linear Function Spaces
NPIV
Nested NPIV
Regularized Linear Function Spaces
NPIV
Nested NPIV
Linear Class
Semiparametrics
Nonparametric Instrumental Variables
Mediation Analysis
Sequential mediation
Joint mediation
Longterm Analysis
Sequential longterm
Joint longterm