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Non-parametric instrumental variable regression on Newey-Powell

1.13RMSEDeepIV
0.580884.287447.99411.70056May 29, 2026

Evaluation results

MethodLinks
DeepIV2026.051.13
DeepIV2026.051.13
Perturbative NPIVkernel=fractional Brownian, selection=best across γ ∈ {0.4, 0.6, 0.8, 0.99}2026.058.718
Best Pert.selection_criteria=best result across γ ∈ {0.4, 0.6, 0.8, 0.99} and kernels ∈ {FB, RBF}2026.058.718
Standard Kernel Ridge IV (Order 0)kernel=fractional Brownian2026.0514.858
Order 0Description=standard kernel ridge IV2026.0514.858