ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics

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.

Package details

AuthorJohn Fox [aut] (<https://orcid.org/0000-0002-1196-8012>), Christian Kleiber [aut] (<https://orcid.org/0000-0002-6781-4733>), Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Nikolas Kuschnig [ctb] (<https://orcid.org/0000-0002-6642-2543>), R Core Team [ctb]
MaintainerAchim Zeileis <Achim.Zeileis@R-project.org>
LicenseGPL (>= 2)
Version0.6-5
URL https://zeileis.github.io/ivreg/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ivreg")

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ivreg documentation built on April 3, 2025, 9:34 p.m.