news.md

In MartinSpindler/hdm: High-Dimensional Metrics

Changes from Version 0.1.0 to 0.2.1

• LassoShooting.fit: handle of NAs in coefficient vector (Bug 1)
• rlasso: removed bug in construction of model.matrix and change in predict-method (analog for rlassologit)
• rlassoIVselectX / rlassoIV: change in man pages (exogenous variables are automatically used as instruments)
• rlassologit.fit: remove "double scaling"
• predict.rlassologit: force as data.frame
• 22/03/2016: added significance test, R^2, adjusted R^2 to summary.rlasso (description in vignette)
• 22/03/2016: vignette: changes in treatment effect example
• 22/03/2016: rlasso with option model
• 03/05/2016: revise model.matrix and predict for rlasso and rlassologit
• 03/05/2016: change intercept handling for rlasso and rlassologit
• 03/05/2016: add Citation
• 03/05/2016: change plot function (test!)
• 03/05/2016: change of penalty choice (mm=1 half penalty and change old rule)
• 13/06/2016: new data sets (BLP, CPS)
• 13/06/2016: generic functions to implement formulas
• 18/06/2016: rlasso / rlassologit with character -> formula

Changes from Version 0.2.3 to 0.2.4

• removing bug in calculation of penalty
• removing bug rlassotreatment.R (1 -> 0.1 weight)
• removing tpyos in vignette

Changes from Version 0.2.4 to 0.3

• rlassoIV: add of constants in calculating PZ
• change of error level (alpha/2 -> alpha)
• removed error in confint
• removed error in rlassotreatment effect (misspecified penalty term)
• adding two new methods for lm and rlasso objects for multiple testing

MartinSpindler/hdm documentation built on Jan. 23, 2021, 12:43 a.m.