R Observatory: Metrics for naivereg version 1.0.7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

naivereg

1.0.7Package record

Nonparametric Additive Instrumental Variable Estimator and Related IV Methods

0packages depend

2.5Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Qingliang FanCRAN page ↗

In empirical studies, instrumental variable (IV) regression is the signature method to solve the endogeneity problem. If we enforce the exogeneity condition of the IV, it is likely that we end up with a large set of IVs without knowing which ones are good. Also, one could face the model uncertainty for structural equation, as large micro dataset is commonly available nowadays. This package uses adaptive group lasso and B-spline methods to select the nonparametric components of the IV function, with the linear function being a special case (naivereg). The package also incorporates two stage least squares estimator (2SLS), generalized method of moment (GMM), generalized empirical likelihood (GEL) methods post instrument selection, logistic-regression instrumental variables estimator (LIVE, for dummy endogenous variable problem), double-selection plus instrumental variable estimator (DS-IV) and double selection plus logistic regression instrumental variable estimator (DS-LIVE), where the double selection methods are useful for high-dimensional structural equation models. The naivereg is nonparametric version of 'ivregress' in 'Stata' with IV selection and high dimensional features. The package is based on the paper by Q. Fan and W. Zhong, "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective" (2018), Journal of Business & Economic Statistics doi:10.1080/07350015.2016.1180991 as well as a series of working papers led by the same authors.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("naivereg", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-naivereg

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-naivereg

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-naivereg

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 1.9 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-30
NOTE14 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.7

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 12
Examples that run: 100%7 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 58%

How these are measured

Downloads

2.5K

CRAN downloads in the past year

Rank #17,825 · ~7/day · ~204/mo

Releases R versions

Daily download trend is not available in this view yet.

22530 days

72890 days

2.5K1 year

Compare downloads with other packages →

Also on84 r2u5 autocran

How downloads are counted

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Installing naivereg adds 11 packages (7 with compiled code, 10 MB of source tarballs). Heaviest: glmnet 2.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.

Depends (1)

R >= 3.5.0

Imports (6)

grpregsplinesgmmstatsncvreg glmnet

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (3)

Qingliang Fan

Author, Maintainer since 1.0.1 (2018)

KongYu He

Author

Wei Zhong

Author

Releases (5)

Pick two releases to compare their code metrics.

1.0.7Latest
record
2026-08-22 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.0.5
record
2020-03-18 · diff ↗
1.0.4
record
2020-02-20 · diff ↗ ·
added 2 exports
DSIV, DSLIVE
1.0.2
record
2019-11-03 · diff ↗ ·
added 1 export
LIVE
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.0.1
record
2018-02-20
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2018-02-20
Total releases: 5 / 8 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 482 KB / 5 files
Download size: 505 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("naivereg")

Format

Fan, Q., He, K., & Zhong, W. (2026). naivereg: Nonparametric Additive Instrumental Variable Estimator and Related IV Methods (Version 1.0.7) [Computer software]. https://doi.org/10.32614/CRAN.package.naivereg

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for naivereg version 1.0.7 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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