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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ivreg")

0.6-1 by John Fox, 5 days 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] , 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