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ivmte

1.4.0Package record

Instrumental Variables: Extrapolation by Marginal Treatment Effects

0packages depend
3.8Kdownloads / year
46.9%test coverage
0/13flavors OK

Overview

About

The marginal treatment effect was introduced by Heckman and Vytlacil (2005) doi:10.1111/j.1468-0262.2005.00594.x to provide a choice-theoretic interpretation to instrumental variables models that maintain the monotonicity condition of Imbens and Angrist (1994) doi:10.2307/2951620. 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) doi:10.3982/ECTA15463, 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 http://www.gurobi.com/index. CPLEX can be obtained from https://www.ibm.com/analytics/cplex-optimizer. CPLEX R APIs 'Rcplex' and 'cplexAPI' are available from CRAN. MOSEK and the MOSEK R API can be obtained from https://www.mosek.com/. The lp_solve library is freely available from http://lpsolve.sourceforge.net/5.5/, and is included when installing its API 'lpSolveAPI', which is available from CRAN.

Install

Health

CRAN checks
13NOTE
Check messages
NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
checkRd: (-1) sTsls.Rd:17: Lost braces; missing escapes or markup?
    17 | \item{pi}{the matrix E[XZ']E[ZZ']^{-1}}
       |                                   ^
checkRd: (-1) sTslsSplines.Rd:20: Lost braces; missing escapes or markup?
    20 | \item{pi}{matrix, corresponds to E[XZ']E[ZZ']^{-1}, the first stage
       |                                               ^

CRAN check page ↗

Slowest check: 26.2 min · r-release-macos-x86_64
Status changes
  • NOTE13 NOTENow
  • NOTE14 NOTE2026-03-30
  • ERROR13 NOTE, 1 ERROR2026-03-10
Advisories

none known

Documentation

In release 1.4.0
READMEYes · 4,950 wordsVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
122
Examples that run
100%19 run in a plain check
Exported functions with examples
50%
Documented parameters
100%
Return-value docs
97%
Help pages citing references
0%
Vignettes (1)

Downloads

3.8K
CRAN downloads in the past year
Rank #11,781 · ~10/day · ~313/mo
Daily download trend is not available in this view yet.
35230 days
92990 days
3.8K1 year
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Also on107 r2u4 autocran115 c2d4u

Dependencies

Declared dependencies
18 external dependencies (excludes base and recommended)

Installing ivmte adds 1 package (0 with compiled code, 46 KB of source tarballs). Heaviest: Formula 46 KB.

Depends (1)
R >= 3.6.0
Imports (4)
Formulamethodsstatsutils
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (2)
Author, Maintainer since 1.0.0 (2019)
Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.4.0Latest
    record
    2021-09-17 · current release · diff ↗ ·
    added 5 exports
    optionsRmosek, qpSetup, qpSetupBound, qpSetupCriterion, qpSetupInfeasible
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 1.2.0
    record
    2020-04-18 · diff ↗ ·
    removed 1 export
    obsEqMin
    added 11 exports
    criterionMin, interactSplines, lpSetupBound, lpSetupCriterion, lpSetupCriterionBoot, lpSetupInfeasible, lpSetupSolver, optionsCplexAPI, optionsGurobi, optionsLpSolveAPI, rhalton
  • 1.1.0
    record
    2019-12-02 · diff ↗
  • 1.0.1
    record
    2019-05-16 · diff ↗ ·
    removed 1 export
    fglsEstimate
    added 1 export
    gmmEstimate
  • R
    R 3.6.0 released · 2019-04-26
  • 1.0.0
    record
    2019-02-08
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2019-02-08
Total releases
5 / 7 yrs
License
GPL-2 | GPL-3 OSI
Minimum R
≥ 3.6.0
Bundled data
307 KB / 2 files
Download size
1.0 MB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ivmte")
Shea, J., & Torgovitsky, A. (2021). ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects (Version 1.4.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ivmte

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ivmte version 1.4.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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