rkclass is a package that implements instrumental variables regression methods. These are commonly known as two-stage least squares, limited-information maximum likelihood, and Fuller. Each of these are special examples of K-class estimators, of which standard OLS is also a member. rkclass can be used to calculate instrumental variables estimates as well as test for weak instruments, over-identification, etc...
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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