CRAN/E | ivreg

ivreg

Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics

Installation

About

Instrumental variable estimation for linear models by two-stage least-squares (2SLS) regression or by robust-regression via M-estimation (2SM) or MM-estimation (2SMM). The main ivreg() model-fitting function is designed to provide a workflow as similar as possible to standard lm() regression. A wide range of methods is provided for fitted ivreg model objects, including extensive functionality for computing and graphing regression diagnostics in addition to other standard model tools.

zeileis.github.io/ivreg/
Bug report File report

Key Metrics

Version 0.6-3
R ≥ 3.6.0
Published 2024-04-20 5 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks ivreg results

Downloads

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Maintainer

Maintainer

Achim Zeileis

Achim.Zeileis@R-project.org

Authors

John Fox

aut

Christian Kleiber

aut

Achim Zeileis

aut / cre

Nikolas Kuschnig

ctb

R Core Team

ctb

Material

README
NEWS
Reference manual
Package source

In Views

CausalInference
Econometrics

Vignettes

Diagnostics for 2SLS Regression
ivreg: Two-Stage Least-Squares Regression with Diagnostics

macOS

r-prerel

arm64

r-release

arm64

r-oldrel

arm64

r-prerel

x86_64

r-release

x86_64

Windows

r-prerel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ivreg archive

Depends

R ≥ 3.6.0

Imports

car ≥ 3.0-9
Formula
lmtest
MASS
stats

Suggests

AER
effects ≥ 4.2.0
knitr
insight
parallel
rmarkdown
sandwich
testthat
modelsummary
gt
ggplot2

Reverse Depends

ivgets

Reverse Imports

OneSampleMR
robust2sls

Reverse Suggests

clarify
clubSandwich
fwildclusterboot
insight
lmw
marginaleffects
modelsummary
parameters
performance
report
sketching