pymte#
Instrumental variables and marginal treatment effects in Python.
pymte implements the moment-based marginal treatment effect (MTE) framework of Mogstad, Santos and Torgovitsky (2018). Given a binary treatment, an instrument and a specification of the marginal treatment response (MTR) functions, it computes point estimates or sharp bounds for target parameters such as the ATE, ATT, LATE or policy relevant treatment effects, imposing shape restrictions where desired, and provides bootstrap inference and specification tests.
The package is a port of the R package ivmte by Joshua Shea and Alexander Torgovitsky (GPL-3). Estimands, options and numerical results match the R package; the interface follows Python conventions.
Getting started
User guide