Two-Stage Least-Squares Regression with Diagnostics

Instrumental variable estimation for linear models by two-stage least-squares (2SLS) regression. 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.


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install.packages("ivreg")

0.5-0 by John Fox, 2 months ago


https://john-d-fox.github.io/ivreg/


Report a bug at https://github.com/john-d-fox/ivreg/issues/


Browse source code at https://github.com/cran/ivreg


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports car, Formula, lmtest, stats

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


See at CRAN