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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: | 0.6-4 |
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: | 2024-09-18 |
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 |
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_0.6-4.tar.gz |
Windows binaries: | r-devel: ivreg_0.6-4.zip, r-release: ivreg_0.6-4.zip, r-oldrel: ivreg_0.6-4.zip |
macOS binaries: | r-release (arm64): ivreg_0.6-4.tgz, r-oldrel (arm64): ivreg_0.6-4.tgz, r-release (x86_64): ivreg_0.6-4.tgz, r-oldrel (x86_64): ivreg_0.6-4.tgz |
Old sources: | ivreg archive |
Reverse depends: | ivgets |
Reverse imports: | OneSampleMR, robust2sls |
Reverse suggests: | clarify, clubSandwich, insight, lmw, marginaleffects, modelsummary, parameters, performance, report, sketching |
Please use the canonical form https://CRAN.R-project.org/package=ivreg to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.