Package: ivreg 0.6-5
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:
ivreg_0.6-5.tar.gz
ivreg_0.6-5.zip(r-4.5)ivreg_0.6-5.zip(r-4.4)ivreg_0.6-5.zip(r-4.3)
ivreg_0.6-5.tgz(r-4.4-any)ivreg_0.6-5.tgz(r-4.3-any)
ivreg_0.6-5.tar.gz(r-4.5-noble)ivreg_0.6-5.tar.gz(r-4.4-noble)
ivreg_0.6-5.tgz(r-4.4-emscripten)ivreg_0.6-5.tgz(r-4.3-emscripten)
ivreg.pdf |ivreg.html✨
ivreg/json (API)
NEWS
| # 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 site:https://zeileis.github.io
- CigaretteDemand - U.S. Cigarette Demand Data
- Kmenta - Partly Artificial Data on the U.S. Economy
- SchoolingReturns - U.S. Returns to Schooling Data
instrumental-variablesregression-diagnosticstwo-stage-least-squares-regression
Last updated 2 hours agofrom:7105f6c095. Checks:7 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 20 2025 |
| R-4.5-win | OK | Jan 20 2025 |
| R-4.5-linux | OK | Jan 20 2025 |
| R-4.4-win | OK | Jan 20 2025 |
| R-4.4-mac | OK | Jan 20 2025 |
| R-4.3-win | OK | Jan 20 2025 |
| R-4.3-mac | OK | Jan 20 2025 |
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo
Diagnostics for 2SLS Regression
Rendered fromDiagnostics-for-2SLS-Regression.Rmdusingknitr::rmarkdownon Jan 20 2025.Last update: 2023-05-15
Started: 2019-09-24
ivreg: Two-Stage Least-Squares Regression with Diagnostics
Rendered fromivreg.Rmdusingknitr::rmarkdownon Jan 20 2025.Last update: 2024-04-20
Started: 2020-07-24
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| U.S. Cigarette Demand Data | CigaretteDemand |
| Methods for '"ivreg"' Objects | alias.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"' Objects | Anova.ivreg anova.ivreg confint.ivreg linearHypothesis.ivreg print.summary.ivreg summary.ivreg |
| Deletion and Other Diagnostic Methods for '"ivreg"' Objects | avPlot.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 Estimation | ivreg |
| Fitting Instrumental-Variable Regressions by 2SLS, 2SM, or 2SMM Estimation | ivreg.fit |
| Partly Artificial Data on the U.S. Economy | Kmenta |
| U.S. Returns to Schooling Data | SchoolingReturns |
