12.7 Packages & Functions

• Package AER
  • Package accompanies ‘Applied Econometrics with R’ (Kleiber and Zeileis 2008)
  • ivreg(): Fit instrumental-variable regression by two-stage least squares.
• Other packages
  • ivpack, ivmodel, clusterSEs

References

Kleiber, Christian, and Achim Zeileis. 2008. Applied Econometrics with R. New York: Springer.