ivreg2r - Extended Instrumental Variables Estimation with Diagnostics

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.