| Name : R-ivmte
| |
| Version : 1.4.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.12
| Date : 2024-06-14 11:21:33
|
| Group : Development/Libraries/Other
| Source RPM : R-ivmte-1.4.0-lp153.1.12.src.rpm
|
| Size : 2.02 MB
| |
| Packager : (none)
| |
| Summary : Instrumental Variables: Extrapolation by Marginal Treatment Effects
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
