The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

ivreg2r 0.1.0

Initial CRAN release. ivreg2r provides extended instrumental variables and GMM estimation with automatic diagnostics, inspired by Stata’s ivreg2 (Baum, Schaffer & Stillman).

• Estimators: 2SLS, LIML, Fuller, k-class, two-step efficient GMM, and the continuously-updated estimator (CUE).
• Variance estimators: classical, heteroskedasticity-robust, one- and two-way cluster-robust, HAC/AC with eight kernels and automatic bandwidth selection, Kiefer, and Driscoll-Kraay.
• Diagnostics reported at estimation time: weak identification (Kleibergen-Paap, Cragg-Donald, Stock-Yogo critical values), underidentification, overidentification (Sargan, Hansen J, Stock-Wright S), first-stage tests (Sanderson-Windmeijer, Angrist-Pischke), endogeneity, and orthogonality.
• Tidyverse integration: a three-part formula interface and tidy(), glance(), and augment() methods, plus diagnostics() and first_stage() accessors that return the specification tests and first-stage results as tidy objects.
• Bundled datasets used throughout the help-file examples and vignettes: card, mroz, wagepan, griliches, klein, grunfeld, abdata, nlswork, phillips, stockwatson, and cigar.
• All outputs verified against Stata ivreg2 within tight numerical tolerances.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.