R Package “robust2sls”

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The goal of robust2sls is to provide easy-to-use tools for outlier-robust inference and outlier testing in two-stage least squares (2SLS) models.

Installation

You can install the released version from CRAN with:

install.packages("robust2sls")

You can install the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("jkurle/robust2sls")

Introduction

For a detailed introduction to the model framework, the different trimmed 2SLS algorithms, and examples, see the vignette Introduction to the robust2sls Package.

utils::vignette("overview", package = "robust2sls")