lm2sls: 2SLS Least Squares Estimation of a Linear Model
In john-d-fox/lm2sls: Two-Stage Least-Squares Regression With Diagnostics

Description Usage Arguments Value Author(s) See Also Examples

Provides a formula-based interface for 2SLS estimation of a linear model. Computations are done by fit2sls. The returned object has the necessary information for computing a variety of regression diagnostics.

lm2sls(formula, instruments = rhs(formula), data, subset, weights,
  na.action = getOption("na.action"), contrasts = NULL,
  singular.ok = FALSE, model = TRUE, x = TRUE, y = TRUE,
  qr = TRUE, ...)

`formula`	A model formula, as for `lm`, specifying the response variable and the right-hand side of the model.
`instruments`	A one-sided formula, specifying the instrumental variables.
`data`	An optional data frame, list, or environment containing the variables in the model formula and instrumental-variables formula.
`subset`	See `lm`.
`weights`	An optional vector of inverse-variance weights; if absent the weights are set to 1 for all cases.
`na.action`	See `lm`.
`contrasts`	See `lm`.
`singular.ok`	If `FALSE` (the default) perfect collinearity in either stage of the 2SLS regression produces an error.
`model`	Include the model frame in the returned object.
`x`	Include the model matrices for the two stages in the returned object.
`y`	Include the response vector in the returned object.
`qr`	Include the QR decompositions for the two stages in the returned object.
`...`	Not used.

An object of class "2sls", with the following elements in addition to those returned by fit2sls:

response.name: a character string with the name of the response variable or possibly the character representation of an expression evaluating to the response.
formula: the model formula.
intruments: the one-sided formula specifying the instrumental variables.
model.matrix: the model matrix corresponding to the right-hand side of the model formula.
y: the response-variable vector.
model.matrix.instruments: the model matrix for the first-stage regression.
wt.var: the name of the weight variable (for a weighted fit).
na.action: the na.action argument.
call: the function call.
contasts: contrasts for the model matrix.
contrasts.instruments: contrasts for the instrumental-variables model matrix.
xlevels: factor levels (if any) for the model matrix.
xlevels.instruments: factor levels (if any) for the instrumental variables model matrix.
terms: the terms object for the model matrix.
terms.instruments: the terms object for the instrumental variables model matrix.
model: the model frame.