ivreg2r
Extended Instrumental Variables Estimation with Diagnostics
Comprehensive instrumental variables and GMM estimation with automatic diagnostics, inspired by the 'Stata' command 'ivreg2' of Baum, Schaffer, and Stillman (2003) <doi:10.1177/1536867X0300300101> and Baum, Schaffer, and Stillman (2007) <doi:10.1177/1536867X0800700402>. Supports 2SLS, LIML, Fuller, k-class, two-step efficient GMM, and continuously-updated (CUE) estimators. Provides classical, robust, cluster-robust, HAC, and Driscoll-Kraay standard errors. Reports weak identification, underidentification, overidentification, and endogeneity tests at estimation time. All outputs are verified against 'Stata' within tight numerical tolerances.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | ivreg2r_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
rolling linux/noble R-4.5 | ivreg2r_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
rolling source/ R- | ivreg2r_0.1.0.tar.gz |
1.3 MiB |
0.1.0 |
latest linux/jammy R-4.5 | ivreg2r_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
latest linux/noble R-4.5 | ivreg2r_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
latest source/ R- | ivreg2r_0.1.0.tar.gz |
1.3 MiB |
0.1.0 |
2026-04-23 source/ R- | ivreg2r_0.1.0.tar.gz |
0 B |