ivmte

1.4.0

Instrumental Variables: Extrapolation by Marginal Treatment Effects

0packages depend

3.8Kdownloads / year

46.9%test coverage

0/13checks pass

Overview

About

Maintained by Joshua SheaFirst published 2019-02-085 releasesCRAN page ↗

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

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ivmte", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-ivmte

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ivmte

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ivmte

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13NOTE

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
NOTE r-oldrel-macos-arm64
NOTE r-oldrel-macos-x86_64
NOTE r-oldrel-windows-x86_64
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64
NOTE r-release-macos-arm64
NOTE r-release-macos-x86_64
NOTE r-release-windows-x86_64

Slowest check: 26.2 min · r-release-macos-x86_64

Code health

Yes

Tests · ratio 0.09

46.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-30
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-03-10
0 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Documentation

READMEYes · 4,950 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 97%
References docs: 0%

Downloads

3.8K

CRAN downloads in the past year

Rank #11,868 · ~10/day · ~313/mo

Releases R versions

Daily download trend is not available in this view yet.

33730 days

86690 days

3.8K1 year

Compare downloads with other packages →

Also on110 r2u38 autocran60 c2d4u

Dependencies

Declared dependencies

18 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (4)

Formulamethodsstatsutils

LinkingTo (0)

none

Suggests (18)

gurobi slam cplexAPI lpSolveAPI Rmosek testthat (>= 2.0.0)data.table splines2 future.apply futureMatrixknitr rmarkdown pander AER lsei ggplot2 gridExtra

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Joshua Shea

Author, Maintainer

Authors (2)

Joshua Shea

Author, Maintainer

Alexander Torgovitsky

Author

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

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
2021-09-17 · current release · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.2.0
2020-04-18 · diff ↗
1.1.0
2019-12-02 · diff ↗
1.0.1
2019-05-16 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.0.0
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
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Causal Inference

Report a problem with this page →