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DESCRIPTION
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DESCRIPTION
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Package: ivreg
Title: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
Version: 0.6-2
Authors@R: c(person(given = "John", family = "Fox", role = c("aut", "cre"), email = "[email protected]", comment = c(ORCID = "0000-0002-1196-8012")),
person(given = "Christian", family = "Kleiber", role = "aut", email = "[email protected]", comment = c(ORCID = "0000-0002-6781-4733")),
person(given = "Achim", family = "Zeileis", role = "aut", email = "[email protected]", comment = c(ORCID = "0000-0003-0918-3766")),
person(given = "Nikolas", family = "Kuschnig", role = "ctb", email = "[email protected]", comment = c(ORCID = "0000-0002-6642-2543")))
Description: 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.
License: GPL (>= 2)
Depends: R (>= 3.6.0)
Imports: car (>= 3.0-9),
Formula,
lmtest,
MASS,
stats
Suggests:
AER,
effects (>= 4.2.0),
knitr,
insight,
parallel,
rmarkdown,
sandwich,
testthat,
modelsummary,
ggplot2
Encoding: UTF-8
LazyData: true
VignetteBuilder: knitr
BugReports: https://github.com/john-d-fox/ivreg/issues/
URL: https://john-d-fox.github.io/ivreg/
RoxygenNote: 7.1.2