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The goal of robust2sls is to provide easy-to-use tools for outlier-robust inference and outlier testing in two-stage least squares (2SLS) models.
You can install the released version from CRAN with:
install.packages("robust2sls")You can install the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("jkurle/robust2sls")For a detailed introduction to the model framework, the different trimmed 2SLS algorithms, and examples, see the vignette Introduction to the robust2sls Package.
utils::vignette("overview", package = "robust2sls")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.