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 |
| 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 |
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