Extended Instrumental Variables Estimation with Diagnostics R package ivreg2r version 0.1.0 Comprehensive instrumental variables and GMM estimation with automatic diagnostics, inspired by the 'Stata' command 'ivreg2' of Baum, Schaffer, and Stillman (2003) <doi:10.1177/1536867X0300300101> and Baum, Schaffer, and Stillman (2007) <doi:10.1177/1536867X0800700402>. Supports 2SLS, LIML, Fuller, k-class, two-step efficient GMM, and continuously-updated (CUE) estimators. Provides classical, robust, cluster-robust, HAC, and Driscoll-Kraay standard errors. Reports weak identification, underidentification, overidentification, and endogeneity tests at estimation time. All outputs are verified against 'Stata' within tight numerical tolerances. Software Depends: R (>= 4.4.0) Imports: Formula, generics, stats, tibble Suggests: dplyr, ivreg, knitr, modelsummary, rmarkdown, sandwich, testthat (>= 3.1.5), tidyr Francis DiTraglia <francis.ditraglia@economics.ox.ac.uk> Comprehensive R Archive Network (CRAN) Francis DiTraglia [aut, cre], Christopher F. Baum [ctb, cph] (Author of the Stata ivreg2 program from which ivreg2r is adapted), Mark E. Schaffer [ctb, cph] (Author of the Stata ivreg2 program from which ivreg2r is adapted), Steven Stillman [ctb, cph] (Author of the Stata ivreg2 program from which ivreg2r is adapted) GPL-3 2026-07-21 application/tgz https://CRAN.R-project.org/package=ivreg2r doi:10.32614/CRAN.package.ivreg2r en-US