SIHR: Statistical Inference in High Dimensional Regression
The goal of SIHR is to provide inference procedures in the high-dimensional setting for
(1) linear functionals in generalized linear regression ('Cai et al.' (2019) <doi:10.48550/arXiv.1904.12891>, 'Guo et al.' (2020) <doi:10.48550/arXiv.2012.07133>, 'Cai et al.' (2021)),
(2) conditional average treatment effects in generalized linear regression,
(3) quadratic functionals in generalized linear regression ('Guo et al.' (2019) <doi:10.48550/arXiv.1909.01503>).
(4) inner product in generalized linear regression
(5) distance in generalized linear regression.
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