DiTraglia F (2026). ivreg2r: Extended Instrumental Variables Estimation with Diagnostics. R package, https://github.com/restatr/ivreg2r.

The Stata ivreg2 command that inspired this package is described in:

Baum C, Schaffer M, Stillman S (2003). “Instrumental Variables and GMM: Estimation and Testing.” The Stata Journal, 3(1), 1–31. doi:10.1177/1536867X0300300101.

Baum C, Schaffer M, Stillman S (2007). “Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing.” The Stata Journal, 7(4), 465–506. doi:10.1177/1536867X0800700402.

Corresponding BibTeX entries:

  @Manual{,
    title = {ivreg2r: Extended Instrumental Variables Estimation with
      Diagnostics},
    author = {Francis DiTraglia},
    year = {2026},
    note = {R package},
    url = {https://github.com/restatr/ivreg2r},
  }

  @Article{,
    title = {Instrumental Variables and {GMM}: Estimation and Testing},
    author = {Christopher F. Baum and Mark E. Schaffer and Steven
      Stillman},
    journal = {The Stata Journal},
    year = {2003},
    volume = {3},
    number = {1},
    pages = {1--31},
    doi = {10.1177/1536867X0300300101},
  }

  @Article{,
    title = {Enhanced Routines for Instrumental Variables/Generalized
      Method of Moments Estimation and Testing},
    author = {Christopher F. Baum and Mark E. Schaffer and Steven
      Stillman},
    journal = {The Stata Journal},
    year = {2007},
    volume = {7},
    number = {4},
    pages = {465--506},
    doi = {10.1177/1536867X0800700402},
  }