Package: ivreg 0.6-4
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_0.6-4.tar.gz
ivreg_0.6-4.zip(r-4.5)ivreg_0.6-4.zip(r-4.4)ivreg_0.6-4.zip(r-4.3)
ivreg_0.6-4.tgz(r-4.4-any)ivreg_0.6-4.tgz(r-4.3-any)
ivreg_0.6-4.tar.gz(r-4.5-noble)ivreg_0.6-4.tar.gz(r-4.4-noble)
ivreg_0.6-4.tgz(r-4.4-emscripten)ivreg_0.6-4.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
- 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 months agofrom:58a1ea62e6. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win | OK | Oct 31 2024 |
| R-4.5-linux | OK | Oct 31 2024 |
| R-4.4-win | OK | Oct 31 2024 |
| R-4.4-mac | OK | Oct 31 2024 |
| R-4.3-win | OK | Oct 31 2024 |
| R-4.3-mac | OK | Oct 31 2024 |
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6RColorBrewerRcppRcppEigenrlangscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo
Diagnostics for 2SLS Regression
Rendered fromDiagnostics-for-2SLS-Regression.Rmdusingknitr::rmarkdownon Oct 31 2024.Last update: 2023-05-15
Started: 2019-09-24
ivreg: Two-Stage Least-Squares Regression with Diagnostics
Rendered fromivreg.Rmdusingknitr::rmarkdownon Oct 31 2024.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 Anova.ivreg anova.ivreg bread.ivreg coef.ivreg confint.ivreg Effect.ivreg estfun.ivreg find_formula.ivreg formula.ivreg ivregMethods linearHypothesis.ivreg model.matrix.ivreg model.matrix.ivreg_projected predict.ivreg print.ivreg print.summary.ivreg qr.ivreg residuals.ivreg summary.ivreg terms.ivreg update.ivreg vcov.ivreg vcovHC.ivreg weights.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 |
