2SLS

An ivreg2 function for R

May 3, 2012 | diffuseprior

The ivreg2 command is one of the most popular routines in Stata. The reason for this popularity is its simplicity. A one-line ivreg2 command generates not only the instrumental variable regression coefficients and their standard errors, but also a number of other statistics of interest. I have come across a ... [Read more...]

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