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: 0.6-3
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: 2024-04-20
DOI: 10.32614/CRAN.package.ivreg
Author: John Fox ORCID iD [aut], Christian Kleiber ORCID iD [aut], Achim Zeileis ORCID iD [aut, cre], Nikolas Kuschnig ORCID iD [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


Reference manual: ivreg.pdf
Vignettes: Diagnostics for 2SLS Regression
ivreg: Two-Stage Least-Squares Regression with Diagnostics


Package source: ivreg_0.6-3.tar.gz
Windows binaries: r-devel: ivreg_0.6-3.zip, r-release: ivreg_0.6-3.zip, r-oldrel: ivreg_0.6-3.zip
macOS binaries: r-release (arm64): ivreg_0.6-3.tgz, r-oldrel (arm64): ivreg_0.6-3.tgz, r-release (x86_64): ivreg_0.6-3.tgz, r-oldrel (x86_64): ivreg_0.6-3.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


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