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DiTraglia F (2026). ivreg2r: Extended Instrumental Variables Estimation with Diagnostics. R package, https://github.com/restatr/ivreg2r.
The Stata ivreg2 command that inspired this package is described in:
Baum C, Schaffer M, Stillman S (2003). “Instrumental Variables and GMM: Estimation and Testing.” The Stata Journal, 3(1), 1–31. doi:10.1177/1536867X0300300101.
Baum C, Schaffer M, Stillman S (2007). “Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing.” The Stata Journal, 7(4), 465–506. doi:10.1177/1536867X0800700402.
Corresponding BibTeX entries:
@Manual{,
title = {ivreg2r: Extended Instrumental Variables Estimation with
Diagnostics},
author = {Francis DiTraglia},
year = {2026},
note = {R package},
url = {https://github.com/restatr/ivreg2r},
}
@Article{,
title = {Instrumental Variables and {GMM}: Estimation and Testing},
author = {Christopher F. Baum and Mark E. Schaffer and Steven
Stillman},
journal = {The Stata Journal},
year = {2003},
volume = {3},
number = {1},
pages = {1--31},
doi = {10.1177/1536867X0300300101},
}
@Article{,
title = {Enhanced Routines for Instrumental Variables/Generalized
Method of Moments Estimation and Testing},
author = {Christopher F. Baum and Mark E. Schaffer and Steven
Stillman},
journal = {The Stata Journal},
year = {2007},
volume = {7},
number = {4},
pages = {465--506},
doi = {10.1177/1536867X0800700402},
}
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They may not be fully stable and should be used with caution. We make no claims about them.
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