Package: ivreg2r
Title: Extended Instrumental Variables Estimation with Diagnostics
Version: 0.1.0.9000
Authors@R: c(
    person("Francis", "DiTraglia", , email = "francis.ditraglia@economics.ox.ac.uk", role = c("aut", "cre")),
    person("Christopher F.", "Baum", role = c("ctb", "cph"),
           comment = "Author of the Stata ivreg2 program from which ivreg2r is adapted"),
    person("Mark E.", "Schaffer", role = c("ctb", "cph"),
           comment = "Author of the Stata ivreg2 program from which ivreg2r is adapted"),
    person("Steven", "Stillman", role = c("ctb", "cph"),
           comment = "Author of the Stata ivreg2 program from which ivreg2r is adapted"))
Description: 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.
License: GPL-3
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.
URL: https://restatr.com/ivreg2r/, https://github.com/restatr/ivreg2r
BugReports: https://github.com/restatr/ivreg2r/issues
Encoding: UTF-8
Language: en-US
Roxygen: list(markdown = TRUE)
Depends: R (>= 4.4.0)
Imports: Formula, generics, stats, tibble
Suggests: dplyr, ivreg, knitr, modelsummary, rmarkdown, sandwich,
        testthat (>= 3.1.5), tidyr
VignetteBuilder: knitr
Config/testthat/edition: 3
LazyData: true
Config/roxygen2/version: 8.0.0
Repository: https://restatr.r-universe.dev
Date/Publication: 2026-07-21 20:49:32 UTC
RemoteUrl: https://github.com/restatr/ivreg2r
RemoteRef: HEAD
RemoteSha: 3917a2b6b4c01388a3b8e88e3718af05a7738663
NeedsCompilation: no
Packaged: 2026-07-22 07:39:20 UTC; root
Author: Francis DiTraglia [aut, cre],
  Christopher F. Baum [ctb, cph] (Author of the Stata ivreg2 program from
    which ivreg2r is adapted),
  Mark E. Schaffer [ctb, cph] (Author of the Stata ivreg2 program from
    which ivreg2r is adapted),
  Steven Stillman [ctb, cph] (Author of the Stata ivreg2 program from
    which ivreg2r is adapted)
Maintainer: Francis DiTraglia <francis.ditraglia@economics.ox.ac.uk>