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An implementation of instrumental variables regression using
two-stage least-squares (2SLS) estimation, based on the
ivreg() function previously in the AER package. In
addition to standard regression functionality (parameter estimation,
inference, predictions, etc.) the package provides various regression
diagnostics, including hat values, deletion diagnostics such as
studentized residuals and Cook’s distances; graphical diagnostics such
as component-plus-residual plots and added-variable plots; and effect
plots with partial residuals.
Instrumental variables regression:
library("ivreg")
ivreg(Q ~ P + D | D + F + A, data = Kmenta)Via two-stage least squares (2SLS):
With diagnostics:
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.