Other packages > Find by keyword >

ivmte  

Instrumental Variables: Extrapolation by Marginal Treatment Effects
View on CRAN: Click here


Download and install ivmte package within the R console
Install from CRAN:
install.packages("ivmte")

Install from Github:
library("remotes")
install_github("cran/ivmte")

Install by package version:
library("remotes")
install_version("ivmte", "1.4.0")



Attach the package and use:
library("ivmte")
Maintained by
Joshua Shea
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-02-08
Latest Update: 2021-09-17
Description:
The marginal treatment effect was introduced by Heckman and Vytlacil (2005) to provide a choice-theoretic interpretation to instrumental variables models that maintain the monotonicity condition of Imbens and Angrist (1994) . This interpretation can be used to extrapolate from the compliers to estimate treatment effects for other subpopulations. This package provides a flexible set of methods for conducting this extrapolation. It allows for parametric or nonparametric sieve estimation, and allows the user to maintain shape restrictions such as monotonicity. The package operates in the general framework developed by Mogstad, Santos and Torgovitsky (2018) , and accommodates either point identification or partial identification (bounds). In the partially identified case, bounds are computed using either linear programming or quadratically constrained quadratic programming. Support for four solvers is provided. Gurobi and the Gurobi R API can be obtained from . CPLEX can be obtained from . CPLEX R APIs 'Rcplex' and 'cplexAPI' are available from CRAN. MOSEK and the MOSEK R API can be obtained from . The lp_solve library is freely available from , and is included when installing its API 'lpSolveAPI', which is available from CRAN.
How to cite:
Joshua Shea (2019). ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects. R package version 1.4.0, https://cran.r-project.org/web/packages/ivmte. Accessed 05 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:50), 1.0.0 (2019-02-08 13:33), 1.0.1 (2019-05-16 13:10), 1.1.0 (2019-12-02 18:40), 1.2.0 (2020-04-18 09:40)
Other packages that cited ivmte R package
View ivmte citation profile
Other R packages that ivmte depends, imports, suggests or enhances
Complete documentation for ivmte
Functions, R codes and Examples using the ivmte R package
Some associated functions: AE . altDefSplinesBasis . argstring . audit . bX . bound . boundCI . boundPvalue . checkU . classFormula . classList . combinemonobound . constructConstant . criterionMin . design . extractcols . fmtResult . funEval . genBasisSplines . genGamma . genGammaSplines . genGammaSplinesTT . genGammaTT . genSSet . genTarget . genWeight . genboundA . gendist1 . gendist1e . gendist2 . gendist3 . gendist3e . gendist4 . gendist5e . gendist6e . gendistBasic . gendistCovariates . gendistMosquito . gendistSplines . genej . gengrid . genmonoA . genmonoboundA . getXZ . gmmEstimate . interactSplines . isfunctionstring . ivEstimate . ivmte . ivmteEstimate . ivmteSimData . l . lpSetup . lpSetupBound . lpSetupCriterion . lpSetupCriterionBoot . lpSetupEqualCoef . lpSetupInfeasible . lpSetupSolver . mInt . magnitude . matrixTriplets . modcall . momentMatrix . monoIntegral . negationCheck . olsj . optionsCplexAPI . optionsCplexAPISingle . optionsCplexAPITol . optionsGurobi . optionsLpSolveAPI . optionsRmosek . parenthBoolean . permute . permuteN . piv . polyProduct . polyparse . popmean . print.ivmte . propensity . qpSetup . qpSetupBound . qpSetupCriterion . qpSetupInfeasible . removeSplines . rescaleX . restring . rhalton . runCplexAPI . runGurobi . runLpSolveAPI . runMosek . sOls1d . sOls2d . sOls3 . sOlsSplines . sTsls . sTslsSplines . sWald . selectViolations . splineInt . splineUpdate . splinesBasis . statusString . subsetclean . summary.ivmte . symat . tsls . uSplineBasis . uSplineInt . unstring . vecextract . wAttSplines . wate1 . watt1 . watu1 . weights . wgenlate1 . whichforlist . wlate1 . 
Some associated R codes: audit.R . callcheck.R . data.R . design.R . ivlike.R . lists.R . lp.R . modcall.R . monobound.R . mst.R . mtr.R . propensity.R . splines.R . sweights.R . testdata.R . testfunctions_covariates.R . testfunctions_splines.R . wweights.R .  Full ivmte package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA