Estimates regressions with endogenous covariates using two-stage least squares. The function uses
ivreg from the
AER package for the main computations, and follows the syntax of that function.
formula specification(s) of the regression relationship and the instruments. See Details for details
A survey design object
For future expansion
Regressors and instruments for
svyivreg are specified
in a formula with two parts on the right-hand side, e.g.,
y ~ x1
+ x2 | z1 + z2 + z3, where
x2 are the regressors and
z3 are the instruments. Note that exogenous
regressors have to be included as instruments for themselves. For
example, if there is one exogenous regressor
ex and one
en with instrument
in, the appropriate
formula would be
y ~ ex + en | ex + in. Equivalently, this can
be specified as
y ~ ex + en | . - en + in, i.e., by providing an
update formula with a
. in the second part of the formula.
An object of class
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