Package index • ivreg2r

Estimation

Fit models, summarize them, and inspect the first stage.

ivreg2(): Extended Instrumental Variables Estimation
summary(<ivreg2>): Summary for ivreg2 objects
first_stage(): Extract first-stage regression objects
diagnostics(): Extract IV diagnostic tests as a tibble

Methods

S3 methods for fitted ivreg2 objects.

predict(<ivreg2>): Predict from an ivreg2 model
coef(<ivreg2>): Extract coefficients from an ivreg2 object
vcov(<ivreg2>): Extract variance-covariance matrix from an ivreg2 object
confint(<ivreg2>): Confidence intervals for ivreg2 coefficients
fitted(<ivreg2>): Extract fitted values from an ivreg2 object
residuals(<ivreg2>): Extract residuals from an ivreg2 object
nobs(<ivreg2>): Extract number of observations from an ivreg2 object
formula(<ivreg2>): Extract formula from an ivreg2 object
model.matrix(<ivreg2>): Extract design matrices from an ivreg2 model
terms(<ivreg2>): Extract terms object from an ivreg2 model
update(<ivreg2>): Update and re-fit an ivreg2 model
print(<ivreg2>): Print an ivreg2 object
print(<summary.ivreg2>): Print a summary.ivreg2 object

broom methods

tidy(), glance(), and augment() for tidyverse workflows.

tidy(<ivreg2>): Tidy an ivreg2 object
glance(<ivreg2>): Glance at an ivreg2 object
augment(<ivreg2>): Augment data with ivreg2 model predictions and residuals
reexports tidy glance augment: Objects exported from other packages

Formula operators

Lag and difference operators for time-series and panel instruments.

l() d(): Time-series operators for ivreg2 formulas

Conventions & glossary

Statistical conventions (relative to lm()) and the diagnostic-output acronyms.

ivreg2r-conventions: Statistical conventions in ivreg2r
ivreg2r-glossary: Glossary of diagnostic-output acronyms

Datasets

Datasets used throughout the help-file examples and vignettes.

abdata: Arellano–Bond (1991) UK Employment Panel
card: Card (1995) College Proximity Dataset
cigar: Cigarette Demand Panel (Baltagi–Levin / Baltagi–Griffin–Xiong)
griliches: Griliches (1976) Young Men's Wages Dataset
grunfeld: Grunfeld (1958) Corporate Investment Panel
klein: Klein (1950) Model I Macroeconomic Data
mroz: Mroz (1987) Female Labor Supply Dataset
nlswork: NLS Young Women Panel (Stata [XT] Manual Extract)
phillips: Phillips Curve Macroeconomic Dataset
stockwatson: Stock and Watson U.S. Macroeconomic Dataset
wagepan: Wooldridge Wage Panel Dataset

Package

ivreg2r ivreg2r-package: ivreg2r: Extended Instrumental Variables Estimation with Diagnostics