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"