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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: 0.6-4
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 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

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_0.6-4.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 dependencies:

Reverse depends: ivgets
Reverse imports: OneSampleMR, robust2sls
Reverse suggests: clarify, clubSandwich, insight, lmw, marginaleffects, modelsummary, parameters, performance, report, sketching

Linking:

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.