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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 06 Mar. 2026.
Previous versions and publish date:
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
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