ivreg (Q57248)
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Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ivreg |
Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics |
Statements
expanded from: GPL (≥ 2) (English)
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10 July 2026
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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.
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