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2SLS Regression with Diagnostics in R

ivreg 최신버젼 다운로드

최종 버전 다운로드 (.zip)

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## Two-Stage Least-Squares Regression with Diagnostics

An implementation of instrumental variables regression using two-stage
least-squares (2SLS) estimation, based on the `ivreg()` function
previously in the [AER](https://CRAN.R-project.org/package=AER) package.
In addition to standard regression functionality (parameter estimation,
inference, predictions, etc.) the package provides various regression
diagnostics, including hat values, deletion diagnostics such as
studentized residuals and Cook’s distances; graphical diagnostics such
as component-plus-residual plots and added-variable plots; and effect
plots with partial residuals.

**Instrumental variables regression:**

library("ivreg")
    ivreg(Q ~ P + D | D + F + A, data = Kmenta)

**Via two-stage least squares (2SLS):**

**With diagnostics:**

ivreg

ivreg 최신버젼 다운로드

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