Bootstrapped Basis Regression with Oracle Model Selection.

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"

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

• "Data Mining for Theorists"