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polywog

polywog is an R package by Brenton Kenkel and Curtis Signorino containing routines for flexible functional form estimation via basis regression with oracle-penalized model selection. You can install the most recent stable version of the package from CRAN by running

install.packages("polywog")

in an R console.

To request a feature or report a bug, please visit the package's project page on Github. The package's change log can also be viewed there.

The statistical methods implemented in polywog are documented and applied in the following working papers:

  • ["Bootstrapped Basis Regression with Variable Selection: A New Method for

Flexible Functional Form Estimation"](http://bkenkel.com/data/basics.pdf)

  • "An Alternative Solution to the Heckman Selection Problem: Selection Bias as Functional Form Misspecification"

  • "Data Mining for Theorists"

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Install

install.packages('polywog')

Monthly Downloads

149

Version

0.4-1

License

GPL (>= 2)

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Maintainer

Last Published

April 20th, 2018

Functions in polywog (0.4-1)

polywog-package

Bootstrapped basis regression with oracle model selection
plot.polywog

Univariate and bivariate fitted value plots
bootPolywog

Bootstrap a fitted polywog model
model.matrix.polywog

Model matrix of a polywog model
plot.margEff.polywog

Plot marginal effects
polywog

Polynomial regression with oracle variable selection
cv.polywog

Cross-validation of polynomial degree and penalization factor
margEff.polywog

Marginal effects for polywog models
predVals

Easy computation of fitted values
predict.polywog

Predict method for polywog objects
summary.margEff.polywog

Summarize marginal effects
summary.polywog

Summarize a fitted polywog model
model.frame.polywog

Model frame of a polywog model