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ivreg  

Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
View on CRAN: Click here


Download and install ivreg package within the R console
Install from CRAN:
install.packages("ivreg")

Install from Github:
library("remotes")
install_github("cran/ivreg")

Install by package version:
library("remotes")
install_version("ivreg", "0.6-5")



Attach the package and use:
library("ivreg")
Maintained by
Achim Zeileis
[Scholar Profile | Author Map]
First Published: 2020-09-03
Latest Update: 2023-03-17
Description:
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.
How to cite:
Achim Zeileis (2020). ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics. R package version 0.6-5, https://cran.r-project.org/web/packages/ivreg. Accessed 07 May. 2025.
Previous versions and publish date:
0.5-0 (2020-09-03 08:42), 0.6-0 (2021-05-28 12:10), 0.6-1 (2021-10-15 11:10), 0.6-2 (2023-03-17 10:00), 0.6-3 (2024-04-20 17:22), 0.6-4 (2024-09-19 01:40)
Other packages that cited ivreg R package
View ivreg citation profile
Other R packages that ivreg depends, imports, suggests or enhances
Complete documentation for ivreg
Functions, R codes and Examples using the ivreg R package
Some associated functions: CigaretteDemand . Kmenta . SchoolingReturns . ivreg.fit . ivreg . ivregDiagnostics . ivregMethods . 
Some associated R codes: CigaretteDemand.R . Kmenta.R . SchoolingReturns.R . ivreg.R . ivreg.fit.R . ivregDiagnostics.R . ivregMethods.R .  Full ivreg package functions and examples
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