# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "ivreg2r" in publications use:' type: software license: GPL-3.0-only title: 'ivreg2r: Extended Instrumental Variables Estimation with Diagnostics' version: 0.1.0.9000 identifiers: - type: doi value: 10.32614/CRAN.package.ivreg2r abstract: 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) and Baum, Schaffer, and Stillman (2007) . 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. authors: - family-names: DiTraglia given-names: Francis email: francis.ditraglia@economics.ox.ac.uk preferred-citation: type: manual title: 'ivreg2r: Extended Instrumental Variables Estimation with Diagnostics' authors: - family-names: DiTraglia given-names: Francis email: francis.ditraglia@economics.ox.ac.uk year: '2026' notes: R package url: https://github.com/restatr/ivreg2r repository: https://restatr.r-universe.dev repository-code: https://github.com/restatr/ivreg2r commit: 3917a2b6b4c01388a3b8e88e3718af05a7738663 url: https://restatr.com/ivreg2r/ date-released: '2026-07-21' contact: - family-names: DiTraglia given-names: Francis email: francis.ditraglia@economics.ox.ac.uk references: - type: article title: 'Instrumental Variables and GMM: Estimation and Testing' authors: - family-names: Baum given-names: Christopher F. - family-names: Schaffer given-names: Mark E. - family-names: Stillman given-names: Steven journal: The Stata Journal year: '2003' volume: '3' issue: '1' doi: 10.1177/1536867X0300300101 start: '1' end: '31' - type: article title: Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing authors: - family-names: Baum given-names: Christopher F. - family-names: Schaffer given-names: Mark E. - family-names: Stillman given-names: Steven journal: The Stata Journal year: '2007' volume: '7' issue: '4' doi: 10.1177/1536867X0800700402 start: '465' end: '506'