Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics
Overview
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.
- Updated
structure()calls to usenames = ...instead of.Names = ...etc.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-12
- ERROR11 OK, 2 ERROR2026-07-11
- OK13 OK2026-06-09
Show 3 earlier changesHide 3 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-12
- ERROR13 OK, 1 ERROR2026-03-10
Documentation
- Help pages
- 8
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 79%
- Return-value docs
- 100%
- Help pages citing references
- 38%
Downloads
Repository
- PRs merged (all time)
- 91%
- Median days to close, 50 most recently updated closed issues
- 1
- Median days to close, 50 most recently updated closed PRs
- 0
5 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/zeileis/ivreg on 2026-10-22.
GitHub Pages site last deployed 2026-07-10 · The repository has a site deploy workflow
pkgdown site last built 2026-07-10
Dependencies
Installing ivreg adds 60 packages (32 with compiled code, 55 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, doBy 4.3 MB.
Show all 19 packagesHide all 19 packages
Code & Tests
Datasets
People & History
Previously maintained by John Fox (0.5-0 to 0.6-1).
Pick two releases to compare their code metrics.
- 0.6-8Latest
- RR 4.6.0 released · 2026-04-24
- 0.6-72026-03-02 · diff ↗
- 0.6-62026-02-09 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.6-52025-01-19 · diff ↗
- 0.6-42024-09-19 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.6-32024-04-20 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.6-22023-03-17 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.6-12021-10-15 · diff ↗
- 0.6-02021-05-28 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.5-02020-09-03
Show 1 earlier eventHide 1 earlier event
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-09-03
- Total releases
- 10 / 6 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 42 KB / 3 files
- Download size
- 857 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("ivreg")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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