ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
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.
| Version: | 0.6-5 |
| Depends: | R (≥ 3.6.0) |
| Imports: | car (≥ 3.0-9), Formula, lmtest, MASS, stats |
| Suggests: | AER, effects (≥ 4.2.0), knitr, insight, parallel, rmarkdown, sandwich, testthat, modelsummary, gt, ggplot2 |
| Published: | 2025-01-19 |
| DOI: | 10.32614/CRAN.package.ivreg |
| Author: | John Fox  [aut],
Christian Kleiber
[aut],
Achim Zeileis
[aut, cre],
Nikolas Kuschnig
[ctb],
R Core Team [ctb] |
| Maintainer: | Achim Zeileis <Achim.Zeileis at R-project.org> |
| BugReports: | https://github.com/zeileis/ivreg/issues/ |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://zeileis.github.io/ivreg/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | CausalInference, Econometrics |
| CRAN checks: | ivreg results |
Documentation:
| Reference manual: | ivreg.pdf |
| Vignettes: |
Diagnostics for 2SLS Regression (source, R code) ivreg: Two-Stage Least-Squares Regression with Diagnostics (source, R code) |
Downloads:
| Package source: | ivreg_0.6-5.tar.gz |
| Windows binaries: | r-devel: ivreg_0.6-5.zip, r-release: ivreg_0.6-5.zip, r-oldrel: ivreg_0.6-5.zip |
| macOS binaries: | r-devel (arm64): ivreg_0.6-5.tgz, r-release (arm64): ivreg_0.6-5.tgz, r-oldrel (arm64): ivreg_0.6-5.tgz, r-devel (x86_64): ivreg_0.6-5.tgz, r-release (x86_64): ivreg_0.6-5.tgz, r-oldrel (x86_64): ivreg_0.6-5.tgz |
| Old sources: | ivreg archive |
Reverse dependencies:
| Reverse depends: | ivgets |
| Reverse imports: | OneSampleMR, robust2sls |
| Reverse suggests: | clarify, clubSandwich, insight, lmw, marginaleffects, modelsummary, parameters, performance, report, sketching |
Linking:
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