ivreg: Two-Stage Least-Squares Regression with Diagnostics

Instrumental variable estimation for linear models by two-stage least-squares (2SLS) regression. 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: 0.5-0
Depends: R (≥ 3.6.0)
Imports: car (≥ 3.0-9), Formula, lmtest, stats
Suggests: AER, effects (≥ 4.2.0), knitr, insight, parallel, rmarkdown, sandwich, testthat
Published: 2020-09-03
Author: John Fox [aut, cre] (0000-0002-1196-8012), Christian Kleiber ORCID iD [aut], Achim Zeileis ORCID iD [aut]
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
CRAN checks: ivreg results


Reference manual: ivreg.pdf
Vignettes: Diagnostics for 2SLS Regression
ivreg: Two-Stage Least-Squares Regression with Diagnostics
Package source: ivreg_0.5-0.tar.gz
Windows binaries: r-devel: ivreg_0.5-0.zip, r-release: ivreg_0.5-0.zip, r-oldrel: ivreg_0.5-0.zip
macOS binaries: r-release: ivreg_0.5-0.tgz, r-oldrel: ivreg_0.5-0.tgz

Reverse dependencies:

Reverse suggests: insight


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