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 |
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Maintainer | |
License | GPL (>= 2) |
Version | 0.6-5 |
URL | https://zeileis.github.io/ivreg/ |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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