{ "_id": "6a17f851acfb0bcc41da9449", "Package": "ivmte", "Title": "Instrumental Variables: Extrapolation by Marginal Treatment\nEffects", "Version": "1.4.0", "Authors@R": "c(person(\"Alexander\",\n\"Torgovitsky\",\nemail = \"atorgovitsky@gmail.com\",\nrole = c(\"aut\")),\nperson(\"Joshua\",\n\"Shea\",\nemail = \"jkcshea@uchicago.edu\",\nrole = c(\"aut\", \"cre\")))", "Maintainer": "Joshua Shea ", "Description": "The marginal treatment effect was introduced by Heckman\nand Vytlacil (2005) to\nprovide a choice-theoretic interpretation to instrumental\nvariables models that maintain the monotonicity condition of\nImbens and Angrist (1994) . This\ninterpretation can be used to extrapolate from the compliers to\nestimate treatment effects for other subpopulations. This\npackage provides a flexible set of methods for conducting this\nextrapolation. It allows for parametric or nonparametric sieve\nestimation, and allows the user to maintain shape restrictions\nsuch as monotonicity. The package operates in the general\nframework developed by Mogstad, Santos and Torgovitsky (2018)\n, and accommodates either point\nidentification or partial identification (bounds). In the\npartially identified case, bounds are computed using either\nlinear programming or quadratically constrained quadratic\nprogramming. Support for four solvers is provided. Gurobi and\nthe Gurobi R API can be obtained from\n. CPLEX can be obtained from\n. CPLEX R APIs\n'Rcplex' and 'cplexAPI' are available from CRAN. MOSEK and the\nMOSEK R API can be obtained from . The\nlp_solve library is freely available from\n, and is included when\ninstalling its API 'lpSolveAPI', which is available from CRAN.", "License": "GPL-2 | GPL-3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.1.1", "VignetteBuilder": "knitr", "Repository": "https://jkcshea.r-universe.dev", "Date/Publication": "2024-08-27 14:39:34 UTC", "RemoteUrl": "https://github.com/jkcshea/ivmte", "RemoteRef": "HEAD", "RemoteSha": "5265ecdda035250969e63426205a34830cc83af7", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-28 08:05:56 UTC", "User": "root" }, "Author": "Alexander Torgovitsky [aut],\nJoshua Shea [aut, cre]", "MD5sum": "9ad294b855f9763bfcf31e9f786e7a60", "_user": "jkcshea", "_type": "src", "_file": "ivmte_1.4.0.tar.gz", "_fileid": "5a35899c905ef2ea771f49ac563c5ce8fc25047d6109b50c2bedc35a3fc69f60", "_filesize": 1183332, "_sha256": "5a35899c905ef2ea771f49ac563c5ce8fc25047d6109b50c2bedc35a3fc69f60", "_created": "2026-05-28T08:05:56.000Z", "_published": 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"data.frame" ], "fields": [ "y", "d", "z", "x" ], "rows": 5000, "table": true, "tojson": true } ], "_help": [ { "page": "AE", "title": "Angrist Evans Data", "topics": [ "AE" ] }, { "page": "altDefSplinesBasis", "title": "(Alternative) Defining single splines basis functions, with interactions", "topics": [ "altDefSplinesBasis" ] }, { "page": "argstring", "title": "Auxiliary function: extract arguments from function in string form", "topics": [ "argstring" ] }, { "page": "audit", "title": "Audit procedure", "topics": [ "audit" ] }, { "page": "bound", "title": "Obtaining TE bounds", "topics": [ "bound" ] }, { "page": "boundCI", "title": "Construct confidence intervals for treatment effects under partial identification", "topics": [ "boundCI" ] }, { "page": "boundPvalue", "title": "Construct p-values for treatment effects under partial identification", "topics": [ "boundPvalue" ] }, { "page": "bX", "title": "Spline basis function of order 1", "topics": [ "bX" ] }, { "page": "checkU", "title": "Check polynomial form of the u-term", "topics": [ "checkU" ] }, { "page": "classFormula", "title": "Auxiliary function: test if object is a formula", "topics": [ "classFormula" ] }, { "page": "classList", "title": "Auxiliary function: test if object is a list", "topics": [ "classList" ] }, { "page": "combinemonobound", "title": "Combining the boundedness and monotonicity constraint objects", "topics": [ "combinemonobound" ] }, { "page": "constructConstant", "title": "Construct constant function", "topics": [ "constructConstant" ] }, { "page": "criterionMin", "title": "Minimizing violation of observational equivalence", "topics": [ "criterionMin" ] }, { "page": "design", "title": "Generating design matrices", "topics": [ "design" ] }, { "page": "extractcols", "title": "Auxiliary function: extracting columns by component names", "topics": [ "extractcols" ] }, { "page": "fmtResult", "title": "Format result for display", "topics": [ "fmtResult" ] }, { "page": "funEval", "title": 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"page": "genGammaTT", "title": "Function to generate gamma moments for 'testthat'", "topics": [ "genGammaTT" ] }, { "page": "gengrid", "title": "Generating the grid for the audit procedure", "topics": [ "gengrid" ] }, { "page": "genmonoA", "title": "Generate components of the monotonicity constraints", "topics": [ "genmonoA" ] }, { "page": "genmonoboundA", "title": "Generating monotonicity and boundedness constraints", "topics": [ "genmonoboundA" ] }, { "page": "genSSet", "title": "Generating moments/data for IV-like estimands", "topics": [ "genSSet" ] }, { "page": "genTarget", "title": "Generating target MTR moments", "topics": [ "genTarget" ] }, { "page": "genWeight", "title": "Generating list of target weight functions", "topics": [ "genWeight" ] }, { "page": "getXZ", "title": "Auxiliary function: extract X and Z covariates from a formula", "topics": [ "getXZ" ] }, { "page": "gmmEstimate", "title": "GMM estimate of TE under point identification", "topics": [ "gmmEstimate" ] }, { "page": "interactSplines", "title": "Update splines object with list of interactions", "topics": [ "interactSplines" ] }, { "page": "isfunctionstring", "title": "Auxiliary function: check if string is command", "topics": [ "isfunctionstring" ] }, { "page": "ivEstimate", "title": "Obtaining IV-like specifications", "topics": [ "ivEstimate" ] }, { "page": "ivmte", "title": "Instrumental Variables: Extrapolation by Marginal Treatment Effects", "topics": [ "ivmte" ] }, { "page": "ivmteEstimate", "title": "Single iteration of estimation procedure from Mogstad, Torgovitsky, Santos (2018)", "topics": [ "ivmteEstimate" ] }, { "page": "ivmteSimData", "title": "ivmte Simulated Data", "topics": [ "ivmteSimData" ] }, { "page": "l", "title": "Listing subsets and components", "topics": [ "l" ] }, { "page": "lpSetup", "title": "Constructing LP problem", "topics": [ "lpSetup" ] }, { "page": "lpSetupBound", "title": "Configure LP environment for obtaining the bounds", "topics": [ "lpSetupBound" ] }, { "page": "lpSetupCriterion", "title": "Configure LP environment for minimizing the criterion", "topics": [ "lpSetupCriterion" ] }, { "page": "lpSetupCriterionBoot", "title": "Configure LP environment for specification testing", "topics": [ "lpSetupCriterionBoot" ] }, { "page": "lpSetupEqualCoef", "title": "Generate equality constraints", "topics": [ "lpSetupEqualCoef" ] }, { "page": "lpSetupInfeasible", "title": "Configure LP environment for diagnostics", "topics": [ "lpSetupInfeasible" ] }, { "page": "lpSetupSolver", "title": "Configure LP environment to be compatible with solvers", "topics": [ "lpSetupSolver" ] }, { "page": "magnitude", "title": "Check magnitude of real number", "topics": [ "magnitude" ] }, { "page": "matrixTriplets", "title": "Convert matrix into triplet form", "topics": [ "matrixTriplets" ] }, { "page": "mInt", "title": "Function to generate integral of m0 and m1", "topics": [ "mInt" ] }, { "page": "modcall", "title": "Auxiliary function: modifying calls", "topics": [ "modcall" ] }, { "page": "momentMatrix", "title": "Construct pre-meaned moment matrix", "topics": [ "momentMatrix" ] }, { "page": "monoIntegral", "title": "Integrating and evaluating monomials", "topics": [ "monoIntegral" ] }, { "page": "negationCheck", "title": "Check if custom weights are negations of each other", "topics": [ "negationCheck" ] }, { "page": "olsj", "title": "OLS weights", "topics": [ "olsj" ] }, { "page": "optionsCplexAPI", "title": "Function to parse options for CPLEX", "topics": [ "optionsCplexAPI" ] }, { "page": "optionsCplexAPISingle", "title": "Function to parse a single set of options for CPLEX", "topics": [ "optionsCplexAPISingle" ] }, { "page": "optionsCplexAPITol", "title": "Function to extract feasibility tolerance from CPLEX options", "topics": [ "optionsCplexAPITol" ] }, { "page": "optionsGurobi", "title": "Function to parse options for Gurobi", "topics": [ "optionsGurobi" ] }, { "page": "optionsLpSolveAPI", "title": "Function to parse options for lp_solve", "topics": [ "optionsLpSolveAPI" ] }, { "page": "optionsRmosek", "title": "Function to parse options for Gurobi", "topics": [ "optionsRmosek" ] }, { "page": "parenthBoolean", "title": "Correct boolean expressions in terms lists", "topics": [ "parenthBoolean" ] }, { "page": "permute", "title": "Auxiliary function: generate all permutations of a vector", "topics": [ "permute" ] }, { "page": "permuteN", "title": "Auxiliary function: generate all permutation orderings", "topics": [ "permuteN" ] }, { "page": "piv", "title": "Obtaining IV-like estimands", "topics": [ "piv" ] }, { "page": "polyparse", "title": "Parsing marginal treatment response formulas", "topics": [ "polyparse" ] }, { "page": "polyProduct", "title": "Function to multiply polynomials", "topics": [ "polyProduct" ] }, { "page": "popmean", "title": "Calulating population mean", "topics": [ "popmean" ] }, { "page": "print.ivmte", "title": "Print results", "topics": [ "print.ivmte" ] }, { "page": "propensity", "title": 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cplexAPI solver", "topics": [ "runCplexAPI" ] }, { "page": "runGurobi", "title": "Running Gurobi solver", "topics": [ "runGurobi" ] }, { "page": "runLpSolveAPI", "title": "Running lpSolveAPI", "topics": [ "runLpSolveAPI" ] }, { "page": "runMosek", "title": "Running Rmosek", "topics": [ "runMosek" ] }, { "page": "selectViolations", "title": "Select points from audit grid to add to the constraint grid", "topics": [ "selectViolations" ] }, { "page": "sOls1d", "title": "IV-like weighting function, OLS specification 1", "topics": [ "sOls1d" ] }, { "page": "sOls2d", "title": "IV-like weighting function, OLS specification 2", "topics": [ "sOls2d" ] }, { "page": "sOls3", "title": "IV-like weighting function, OLS specification 3", "topics": [ "sOls3" ] }, { "page": "sOlsSplines", "title": "IV-like weighting function, OLS specifications", "topics": [ "sOlsSplines" ] }, { "page": "splineInt", "title": "Integrating splines", "topics": [ "splineInt" ] }, { "page": "splinesBasis", "title": 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