Package: ivreg 0.6-7

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.

Authors:John Fox [aut], Christian Kleiber [aut], Achim Zeileis [aut, cre], Nikolas Kuschnig [ctb], R Core Team [ctb]

ivreg_0.6-7.tar.gz
ivreg_0.6-7.zip(r-4.7)ivreg_0.6-7.zip(r-4.6)ivreg_0.6-7.zip(r-4.5)
ivreg_0.6-7.tgz(r-4.6-any)ivreg_0.6-7.tgz(r-4.5-any)
ivreg_0.6-7.tar.gz(r-4.7-any)ivreg_0.6-7.tar.gz(r-4.6-any)
ivreg_0.6-7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ivreg/json (API)

# Install 'ivreg' in R:
install.packages('ivreg', repos = c('https://zeileis.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/zeileis/ivreg/issues

Pkgdown/docs site:https://zeileis.github.io

Datasets:

On CRAN:

Conda:

instrumental-variablesregression-diagnosticstwo-stage-least-squares-regression

10.86 score 25 stars 4 packages 872 scripts 11k downloads 2 exports 68 dependencies

Last updated from:ba885d3e74. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK183
source / vignettesOK249
linux-release-x86_64OK168
macos-release-arm64OK113
macos-oldrel-arm64OK87
windows-develOK87
windows-releaseOK89
windows-oldrelOK111
wasm-releaseOK156

Exports:ivregivreg.fit

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfarverforecastFormulafracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangS7scalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrzoo

ivreg: Two-Stage Least-Squares Regression with Diagnostics
Overview | Installation | Instrumental variables regression | Illustration: Returns to schooling
Rendered fromivreg.Rmdusingknitr::rmarkdown

Last update: 2024-04-20
Started: 2020-07-24

Diagnostics for 2SLS Regression
Introduction | Review of 2SLS Estimation | Unusual-Data Diagnostics for 2SLS Regression | Unusual-Data Diagnostics in the ivreg Package | Unusual Data Diagnostics: An Example | Nonlinearity Diagnostics | Diagnosing Nonlinearity: An Example | Nonconstant Error Variance | Weighted 2SLS Regression | Collinearity Diagnostics | Robust Two-Stage Instrumental-Variables Regression | Concluding Remarks | References
Rendered fromDiagnostics-for-2SLS-Regression.Rmdusingknitr::rmarkdown

Last update: 2023-05-15
Started: 2019-09-24

Readme and manuals

Help Manual

Help pageTopics
U.S. Cigarette Demand DataCigaretteDemand
Methods for '"ivreg"' Objectsalias.ivreg bread.ivreg coef.ivreg Effect.ivreg estfun.ivreg find_formula.ivreg formula.ivreg ivregMethods model.matrix.ivreg model.matrix.ivreg_projected predict.ivreg print.ivreg qr.ivreg residuals.ivreg terms.ivreg update.ivreg vcov.ivreg vcovHC.ivreg weights.ivreg
Summary and Inference Methods for '"ivreg"' ObjectsAnova.ivreg anova.ivreg confint.ivreg linearHypothesis.ivreg print.summary.ivreg summary.ivreg
Deletion and Other Diagnostic Methods for '"ivreg"' ObjectsavPlot.ivreg avPlots.ivreg Boot.ivreg ceresPlot.ivreg ceresPlots.ivreg cooks.distance.influence.ivreg cooks.distance.ivreg crPlot.ivreg crPlots.ivreg deviance.ivreg dfbeta.influence.ivreg dfbeta.ivreg hatvalues.influence.ivreg hatvalues.ivreg infIndexPlot.influence.ivreg infIndexPlot.ivreg influence.ivreg influence.rivreg influencePlot.influence.ivreg influencePlot.ivreg ivregDiagnostics mcPlot.ivreg mcPlots.ivreg model.matrix.influence.ivreg ncvTest.ivreg outlierTest.ivreg plot.ivreg qqPlot.influence.ivreg qqPlot.ivreg rstudent.influence.ivreg rstudent.ivreg spreadLevelPlot.ivreg
Instrumental-Variable Regression by 2SLS, 2SM, or 2SMM Estimationivreg
Fitting Instrumental-Variable Regressions by 2SLS, 2SM, or 2SMM Estimationivreg.fit
Partly Artificial Data on the U.S. EconomyKmenta
U.S. Returns to Schooling DataSchoolingReturns