Rstats, Software Development.
in a zelig call by setting model = ivreg. It uses | syntax to separate the first and second stage equations. For example: z.out <- zelig(Y ~ X1 + X2 | Z1 + Z2 + Z3, model = "ivreg", data = mydata) Where X1 and X2 are the regressors (in the second stage) and Z1, Z2, and Z3 are the instruments (in