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Non-parametric instrumental variable regression on Weak IV ρ = 0.1

0.28RMSEPerturbative NPIV
0.180040.854771.52952.20423May 29, 2026

Evaluation results

MethodLinks
Perturbative NPIVkernel=fractional Brownian, selection=best across γ ∈ {0.4, 0.6, 0.8, 0.99}2026.050.28
Best Pert.selection_criteria=best result across γ ∈ {0.4, 0.6, 0.8, 0.99} and kernels ∈ {FB, RBF}2026.050.28
DeepIV2026.050.347
DeepIV2026.050.347
Standard Kernel Ridge IV (Order 0)kernel=fractional Brownian2026.052.779
Order 0Description=standard kernel ridge IV2026.052.779