ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics (original) (raw)
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.
| Version: | 0.6-5 |
|---|---|
| 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 |
| Published: | 2025-01-19 |
| DOI: | 10.32614/CRAN.package.ivreg |
| Author: | John Fox  [aut], Christian Kleiber [aut], Achim Zeileis [aut, cre], Nikolas Kuschnig [ctb], R Core Team [ctb] |
| Maintainer: | Achim Zeileis <Achim.Zeileis at R-project.org> |
| BugReports: | https://github.com/zeileis/ivreg/issues/ |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://zeileis.github.io/ivreg/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | CausalInference, Econometrics |
| CRAN checks: | ivreg results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: | ivgets |
|---|---|
| Reverse imports: | OneSampleMR, robust2sls |
| Reverse suggests: | clarify, clubSandwich, insight, lmw, marginaleffects, modelsummary, parameters, performance, report, sketching |
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