ivreg

Authors John Fox, Christian Kleiber, Achim Zeileis

Last update 10 July 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.6-2, PACKAGES.rds, 0.5-0, 0.6-0, 0.6-1, 0.6-3, 0.6-4, 0.6-5, 0.6-6, 0.6-7, 0.6-8

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.

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