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:	0.6-1
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, ggplot2
Published:	2021-10-15
Author:	John Fox [aut, cre], Christian Kleiber [aut], Achim Zeileis [aut], Nikolas Kuschnig [ctb]
Maintainer:	John Fox <jfox at mcmaster.ca>
BugReports:	https://github.com/john-d-fox/ivreg/issues/
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://john-d-fox.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 ivreg: Two-Stage Least-Squares Regression with Diagnostics

Downloads:

Package source:	ivreg_0.6-1.tar.gz
Windows binaries:	r-devel: ivreg_0.6-1.zip, r-release: ivreg_0.6-1.zip, r-oldrel: ivreg_0.6-1.zip
macOS binaries:	r-release (arm64): ivreg_0.6-1.tgz, r-oldrel (arm64): ivreg_0.6-1.tgz, r-release (x86_64): ivreg_0.6-1.tgz, r-oldrel (x86_64): ivreg_0.6-1.tgz
Old sources:	ivreg archive

Reverse dependencies:

Reverse depends:	ivgets
Reverse imports:	OneSampleMR
Reverse suggests:	fwildclusterboot, insight, marginaleffects, parameters, report, sketching

Linking:

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