Bootstrapped basis regression with oracle model selection

Description

A package for flexible functional form estimation via bootstrapped basis regression with oracle model selection. This version of the software should be considered in beta. For bug reports and feature requests, please email Brenton Kenkel (brenton.kenkel@gmail.com) or file an issue at https://github.com/brentonk/polywog-package/issues.

Acknowledgements

We are grateful to Tyson Chatangier for many helpful suggestions about an earlier version of the package. We also thank the Wallis Institute of Political Economy and the Theory and Statistics Research Lab at the University of Rochester for financial support during the writing of the package.

References

Brenton Kenkel and Curtis S. Signorino. 2012. "A Method for Flexible Functional Form Estimation: Bootstrapped Basis Regression with Variable Selection." Typescript, University of Rochester.