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

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.


Reference manual

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0.6-1 by John Fox, 5 days ago

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Browse source code at

Authors: John Fox [aut, cre] , Christian Kleiber [aut] , Achim Zeileis [aut] , Nikolas Kuschnig [ctb]

Documentation:   PDF Manual  

Task views: Econometrics

GPL (>= 2) license

Imports car, Formula, lmtest, MASS, stats

Suggests AER, effects, knitr, insight, parallel, rmarkdown, sandwich, testthat, modelsummary, ggplot2

Suggested by insight, marginaleffects, modelsummary, parameters, report.

See at CRAN