R Observatory: Metrics for ivreg2r version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ivreg2r

0.1.0Package record

Extended Instrumental Variables Estimation with Diagnostics

0packages depend

1.1Kdownloads / year

91.1%test coverage

13/13flavors OK

Overview

About

Maintained by Francis DiTragliaCRAN page ↗GitHub ↗Website ↗Issues ↗

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.

Changes in 0.1.0

Initial CRAN release. ivreg2r provides extended instrumental variables and GMM estimation with automatic diagnostics, inspired by Stata's ivreg2 (Baum, Schaffer & Stillman).

Estimators: 2SLS, LIML, Fuller, k-class, two-step efficient GMM, and the continuously-updated estimator (CUE).
Variance estimators: classical, heteroskedasticity-robust, one- and two-way cluster-robust, HAC/AC with eight kernels and automatic bandwidth selection, Kiefer, and Driscoll-Kraay.
Diagnostics reported at estimation time: weak identification (Kleibergen-Paap, Cragg-Donald, Stock-Yogo critical values), underidentification, overidentification (Sargan, Hansen J, Stock-Wright S), first-stage tests (Sanderson-Windmeijer, Angrist-Pischke), endogeneity, and orthogonality.
Tidyverse integration: a three-part formula interface and tidy(), glance(), and augment() methods, plus diagnostics() and first_stage() accessors that return the specification tests and first-stage results as tidy objects.
Bundled datasets used throughout the help-file examples and vignettes: card, mroz, wagepan, griliches, klein, grunfeld, abdata, nlswork, phillips, stockwatson, and cigar.
All outputs verified against Stata ivreg2 within tight numerical tolerances.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ivreg2r", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("restatr/ivreg2r")

Development version from restatr/ivreg2r. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-ivreg2r

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ivreg2r

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ivreg2r

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 13.3 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK7 OK2026-07-22

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.0

READMEYes · 512 wordsVignettesYes · 3 · evaluation depends on the environmentNEWSYes · 67% structured · mentions 0.1.0Citation fileYes · cites a publicationWebsiteYes · pkgdown

The repository also keeps web-only articles.

Help pages: 36 (2 internal)includes a package overview page
Examples that run: 100%19 run in a plain check
Exported functions with examples: 80%
Documented parameters: 100%
Return-value docs: 80%
Help pages citing references: 6%

Vignettes (3)

How these are measured

Downloads

1.1K

CRAN downloads in the past year

Rank #10,723 · ~3/day · ~93/mo

Releases R versions

Daily download trend is not available in this view yet.

36230 days

97890 days

1.1K1 year

Compare downloads with other packages →

Also on19 r2u5 autocran

How downloads are counted

Repository

restatr/ivreg2r ↗Organization: restatr

2Stars

0Forks

0Open issues

0Open PRs

0Releases

304Commits

1Commit identities

304 commits · Last activity 2026-07-21 · +100% stars, 30d · Default branch at 0.1.0.9000, ahead of CRAN 0.1.0 (checked 2026-10-21)

Responsiveness

not measured

Stars over time

2026-07-22 · 12026-10-12 · 2

How these are measured

PracticesBeta

8 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/restatr/ivreg2r on 2026-10-21.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows

Docs source (4)

README.Rmdpkgdown

GitHub Pages site last deployed 2026-07-21 · The repository has a site deploy workflow

pkgdown site last built 2026-07-21

Reproducibility and dev environment (1)

data-raw/

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v4 (2026-10-20)

AI coding toolsBeta

This repository shows signs of AI coding tools.

Claude Codefirst seen 2026-02-18
Commits: at least 303 crediting it in the message

Models named in its commits

Claude Opus 4.6100 commits · Feb to Mar 2026

Some of these counts are a minimum, because the search stopped before the oldest commits.

Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing ivreg2r adds 12 packages (7 with compiled code, 4.1 MB of source tarballs). Heaviest: vctrs 1.0 MB, rlang 766 KB, cli 629 KB.

Depends (1)

R >= 4.4.0

Imports (4)

Formula genericsstatstibble

LinkingTo (0)

none

Suggests (8)

dplyr ivreg knitr modelsummary rmarkdown sandwich testthat tidyr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (4)

Francis DiTraglia

Author, Maintainer since 0.1.0 (2026)

Christopher F. Baum

Contributor, Copyright holder

Author of the Stata ivreg2 program from which ivreg2r is adapted

Mark E. Schaffer

Contributor, Copyright holder

Author of the Stata ivreg2 program from which ivreg2r is adapted

Steven Stillman

Contributor, Copyright holder

Author of the Stata ivreg2 program from which ivreg2r is adapted

Releases (1)

0.1.0Latest
record
2026-07-21 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-07-21
Total releases: 1 / 1 yrs
License: GPL-3 OSI
Copyright: Adapted from the Stata package 'ivreg2' by Christopher F Baum, Mark E Schaffer, and Steven Stillman, distributed under GPL-3. Component-level provenance for the adapted code and the bundled datasets is in inst/COPYRIGHTS.
Minimum R: ≥ 4.4.0
Bundled data: 407 KB / 11 files
Download size: 1.4 MB

Cite

Cite this package

Run in R for the authors' entry:

citation("ivreg2r")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1177/1536867x0300300101, 10.1177/1536867x0800700402.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ivreg2r version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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