Identification, Estimation and Inference Based on Structural Error Projection R package SIVMethod version 0.1.0 Estimation and inference for regression models with endogenous regressors using a semiparametric projection approach. Instrumental variables are constructed internally from observed regressors by projecting out a space of basis functions used to represent the conditional mean of the structural error. A least absolute shrinkage and selection operator (LASSO) procedure selects basis functions for the projection. Tools are provided for simulation studies and empirical applications. The methods are based on Dong, Gao, Linton and Peng (2026) <doi:10.48550/arXiv.2607.05699>. Software Depends: R (>= 3.5) Imports: glmnet, stats, utils Suggests: testthat (>= 3.0.0) Yuhuai Chen <yuhuai.chen0351@gmail.com> Comprehensive R Archive Network (CRAN) Yuhuai Chen [aut, cre], Chaohua Dong [aut], Jiti Gao [aut], Linton Oliver [aut], Bin Peng [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=SIVMethod/LICENSE) 2026-09-27 application/tgz https://CRAN.R-project.org/package=SIVMethod doi:10.32614/CRAN.package.SIVMethod