runLpSolveAPI

list of matrices and vectors defining the linear
programming problem.

lpobj

input either 'max' or 'min' which sets the LP
problem as a maximization or minimization problem.

modelsense

This function solves the LP problem using the <code>lpSolveAPI</code>
package. The object generated by <code><a rd-options="" href="/link/lpSetup?package=ivmte&version=1.0.1" data-mini-rdoc="ivmte::lpSetup">lpSetup</a></code> is not
compatible with the <code>lpSolveAPI</code> functions. This function
adapts the object to solve the LP problem.

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 linear programming. Support for
three linear programming 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. The lp_solve library is freely
available from <http://lpsolve.sourceforge.net/5.5/>, and is included when
installing either of its R APIs, 'lpSolve' or 'lpSolveAPI', which are
available from CRAN.

Joshua Shea

ivmte

Instrumental Variables: Extrapolation by Marginal Treatment
Effects

Alexander Torgovitsky

runLpSolveAPI function

This function solves the LP problem using the <code>lpSolveAPI</code>
package. The object generated by <code><a rd-options='' href='lpSetup'>lpSetup</a></code> is not
compatible with the <code>lpSolveAPI</code> functions. This function
adapts the object to solve the LP problem.

runLpSolveAPI: Running lpSolveAPI

Description

Usage

Arguments

Value