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.
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")
install.packages("robust2sls", repos = c('https://jkurle.r-universe.dev', 'https://cloud.r-project.org'))
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")