ivreg2r

0.1.0

Extended Instrumental Variables Estimation with Diagnostics

0packages depend

155downloads / year

91.1%test coverage

12/13checks pass

Overview

About

Maintained by Francis DiTragliaFirst published 2026-07-211 releasesCRAN page ↗GitHub ↗

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.

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.

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).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

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

Code health

Yes

Tests · ratio 2.14

91.1%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-22
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 512 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 80%
References docs: 6%

Downloads

155

CRAN downloads in the past year

Rank #24,418 · ~0/day · ~13/mo

Releases R versions

Daily download trend is not available in this view yet.

15530 days

15590 days

1551 year

Compare downloads with other packages →

Also on4 r2u

Repository

GitHub ↗ restatr/ivreg2r

1Stars

0Forks

0Open issues

0Open PRs

0Releases

304Commits

1Contributors

304 commits · Last activity 2026-07-21

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/restatr/ivreg2r on 2026-07-31.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

data-raw/

CRAN release process (1)

cran-comments.md

Docs source (1)

README.Rmd

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

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.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Francis DiTraglia

Author, Maintainer

Authors (1)

Francis DiTraglia

Author, Maintainer

Contributors (3)

Christopher F. Baum

Contributor, Copyright holder

Mark E. Schaffer

Contributor, Copyright holder

Steven Stillman

Contributor, Copyright holder

Christopher F. Baum

Contributor, Copyright holder

Mark E. Schaffer

Contributor, Copyright holder

Steven Stillman

Contributor, Copyright holder

Package Timeline

1 release. R releases are shown for context.

0.1.0Latest
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
Minimum R: ≥ 4.4.0
Bundled data: 407 KB / 11 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Report a problem with this page →