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 |
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 |
Reference manual: | ivreg.pdf |
Vignettes: |
Diagnostics for 2SLS Regression (source, R code) ivreg: Two-Stage Least-Squares Regression with Diagnostics (source, R code) |
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 depends: | ivgets |
Reverse imports: | OneSampleMR, robust2sls |
Reverse suggests: | clarify, clubSandwich, insight, lmw, marginaleffects, modelsummary, parameters, performance, report, sketching |
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