svyivreg {survey} | R Documentation |
Estimates regressions with endogenous covariates using two-stage least squares. The function uses ivreg
from the AER
package for the main computations, and follows the syntax of that function.
svyivreg(formula, design, ...)
formula |
formula specification(s) of the regression relationship and the instruments. See Details for details |
design |
A survey design object |
... |
For future expansion |
Regressors and instruments for svyivreg
are specified
in a formula with two parts on the right-hand side, e.g., y ~ x1
+ x2 | z1 + z2 + z3
, where x1
and x2
are the regressors and
z1
, z2
, and z3
are the instruments. Note that exogenous
regressors have to be included as instruments for themselves. For
example, if there is one exogenous regressor ex
and one
endogenous regressor en
with instrument in
, the appropriate
formula would be y ~ ex + en | ex + in
. Equivalently, this can
be specified as y ~ ex + en | . - en + in
, i.e., by providing an
update formula with a .
in the second part of the formula.
An object of class svyivreg
https://notstatschat.rbind.io/2019/07/16/adding-new-functions-to-the-survey-package/