Robust Instrumental Variables Estimator

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.


Reference manual

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


2.0-5 by Gabriela Cohen-Freue, 3 years ago

Browse source code at

Authors: Gabriela Cohen-Freue and Davor Cubranic , with contributions from B. Kaufmann and R.H. Zamar

Documentation:   PDF Manual  

GPL-2 license

Depends on MASS, rrcov, quantreg

See at CRAN