Instrumental Variables Articles

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4/30/2025 • EN

Two-stage least squares

A technical explanation of the Two-Stage Least Squares (2SLS) method for causal inference in regression, covering its derivation and variance estimation.

Causal Inference Econometrics Instrumental Variables Regression Analysis Two Stage Least Squares

Thomas Lumley

7/16/2019 • EN

Adding new functions to the survey package

A technical guide on extending the R survey package to support instrumental variable regression (ivreg) with complex survey data.

Instrumental Variables R R Package Statistical Computing Survey Analysis

Thomas Lumley

Instrumental Variables Articles

Two-stage least squares

Adding new functions to the survey package

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