Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
Fitting Instrumental-Variable Regressions by 2SLS, 2SM, or 2SMM Estima...
Instrumental-Variable Regression by 2SLS, 2SM, or 2SMM Estimation
Deletion and Other Diagnostic Methods for "ivreg" Objects
Methods for "ivreg" Objects
Summary and Inference Methods for "ivreg" Objects
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.