potterzot/rkclass: K-class regressions (Two-Stage Least Squares, LIML, Fuller)

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...

install.packages("remotes")
remotes::install_github("potterzot/rkclass")