Package: ivreg2r Title: Extended Instrumental Variables Estimation with Diagnostics Version: 0.1.0 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 GMM estimation with automatic diagnostics, inspired by the 'Stata' command 'ivreg2' of Baum, Schaffer, and Stillman (2003) and Baum, Schaffer, and Stillman (2007) . Supports 2SLS, LIML, Fuller, k-class, two-step efficient GMM, and continuously-updated (CUE) estimators. Provides classical, robust, cluster-robust, 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 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 NeedsCompilation: no Packaged: 2026-07-21 14:49:21 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 Repository: https://cran.r-universe.dev Date/Publication: 2026-07-21 11:00:02 UTC RemoteUrl: https://github.com/cran/ivreg2r RemoteRef: HEAD RemoteSha: 71f1717c6fc55eaafdddb214fd92402491e5fcee