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: |
0.6-3 |
| 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: |
2024-04-20 |
| 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 |