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Non-parametric instrumental variable regression research benchmarks · SOTA2 Research

Non-parametric instrumental variable regression

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Perturbative NPIV

0.56RMSE

6

Jun 2, 2026

0.388RMSE

6

Jun 2, 2026

Heteroscedastic

0.678RMSE

6

Jun 2, 2026

Strong IV ρ = 0.7

0.255RMSE

6

Jun 2, 2026

Weak IV ρ = 0.3

0.289RMSE

6

Jun 2, 2026

Weak IV ρ = 0.1

Perturbative NPIV

0.28RMSE

6

Jun 2, 2026

1.13RMSE

6

Jun 2, 2026

Popular datasets

Weak IV Sparse Newey-Powell Strong IV Heteroscedastic

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