ivmte

Instrumental Variables: Extrapolation by Marginal Treatment Effects

v1.4.0 · Sep 17, 2021 · GPL-2 | GPL-3

Description

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.

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CRAN Check Status

1 ERROR

13 NOTE

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	113.7s
r-devel-linux-x86_64-debian-gcc	NOTE	70.4s
r-devel-linux-x86_64-fedora-clang	NOTE	168.7s
r-devel-linux-x86_64-fedora-gcc	NOTE	164.7s
r-devel-macos-arm64	ERROR	59s
r-devel-windows-x86_64	NOTE	155s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	1136s
r-oldrel-windows-x86_64	NOTE	155s
r-patched-linux-x86_64	NOTE	102s
r-release-linux-x86_64	NOTE	97.9s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	1447s
r-release-windows-x86_64	NOTE	145s

Check details (18 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

Rd files

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
       |                                               ^

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

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
       |                                               ^

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

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
       |                                               ^

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

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
       |                                               ^

NOTE r-devel-macos-arm64

Rd files

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
       |                                               ^

ERROR r-devel-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘ivmte.Rmd’ using rmarkdown

Quitting from ivmte.Rmd:330-342 [bounds]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<error/rlang_error>
Error in `if (x$audit.count == 1) ...`:
! argument is of length zero
---
Backtrace:
    ▆
 1. ├─base::withVisible(knit_print(x, ...))
 2. ├─knitr::knit_print(x, ...)
 3. └─knitr:::knit_print.default(x, ...)
 4.   └─knitr::normal_print(x)
 5.     ├─base::print(x)
 6.     └─ivmte:::print.ivmte(x)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Error: processing vignette 'ivmte.Rmd' failed with diagnostics:
argument is of length zero
--- failed re-building ‘ivmte.Rmd’

SUMMARY: processing the following file failed:
  ‘ivmte.Rmd’

Error: Vignette re-building failed.
Execution halted

NOTE r-devel-windows-x86_64

Rd files

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
       |                                               ^

NOTE r-oldrel-macos-arm64

Rd files

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
       |                                               ^

NOTE r-oldrel-macos-arm64

package dependencies

Packages suggested but not available for checking: 'gurobi', 'cplexAPI'

NOTE r-oldrel-macos-x86_64

Rd files

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
       |                                               ^

NOTE r-oldrel-macos-x86_64

package dependencies

Packages suggested but not available for checking: 'gurobi', 'cplexAPI'

NOTE r-oldrel-windows-x86_64

Rd files

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
       |                                               ^

NOTE r-oldrel-windows-x86_64

package dependencies

Packages suggested but not available for checking: 'gurobi', 'cplexAPI'

NOTE r-patched-linux-x86_64

Rd files

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
       |                                               ^

NOTE r-release-linux-x86_64

Rd files

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
       |                                               ^

NOTE r-release-macos-arm64

Rd files

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
       |                                               ^

NOTE r-release-macos-x86_64

Rd files

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
       |                                               ^

NOTE r-release-windows-x86_64

Rd files

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
       |                                               ^

Check History

ERROR 0 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

Rd files

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
       |                                               ^

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

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
       |                                               ^

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

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
       |                                               ^

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

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
       |                                               ^

ERROR r-devel-macos-arm64

Rd files

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
       |                                               ^

NOTE r-devel-windows-x86_64

Rd files

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
       |                                               ^

NOTE r-patched-linux-x86_64

Rd files

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
       |                                               ^

NOTE r-release-linux-x86_64

Rd files

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
       |                                               ^

NOTE r-release-macos-arm64

Rd files

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
       |                                               ^

NOTE r-release-macos-x86_64

Rd files

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
       |                                               ^

NOTE r-release-windows-x86_64

Rd files

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
       |                                               ^

NOTE r-oldrel-macos-arm64

package dependencies

Packages suggested but not available for checking: 'gurobi', 'cplexAPI'

NOTE r-oldrel-macos-x86_64

package dependencies

Packages suggested but not available for checking: 'gurobi', 'cplexAPI'

NOTE r-oldrel-windows-x86_64

package dependencies

Packages suggested but not available for checking: 'gurobi', 'cplexAPI'

Dependency Network

Version History

new 1.4.0 Mar 10, 2026