https://restatr.r-universe.devRecent package updates in restatrR-universehttps://github.com/restatr.pnghttps://restatr.r-universe.devTue, 21 Jul 2026 20:49:32 GMTfrancis.ditraglia@economics.ox.ac.uk (Francis DiTraglia)Comprehensive instrumental variables and generalized method of moments (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 two-stage least squares (2SLS), limited information maximum likelihood (LIML), Fuller, k-class, two-step efficient GMM, and continuously updated (CUE) estimators. Provides classical, robust, cluster-robust, heteroskedasticity- and autocorrelation-consistent (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.https://github.com/r-universe/restatr/actions/runs/29900745750Tue, 21 Jul 2026 20:49:32 GMTivreg2r0.1.0.9000successhttps://restatr.r-universe.devhttps://github.com/restatr/ivreg2radvanced-iv.Rmdadvanced-iv.htmlAdvanced IV Estimation with ivreg2r2026-02-21 18:01:302026-07-11 21:19:50introduction.Rmdintroduction.htmlInstrumental Variables Estimation with ivreg2r2026-02-18 19:06:312026-07-11 21:19:50time-series-gmm.Rmdtime-series-gmm.htmlTime Series IV, Panel VCE, and GMM2026-03-08 21:58:492026-07-11 17:19:48