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grmpy is a Python package for the simulation and estimation of the generalized Roy model.

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grmpy is a Python package for the simulation and estimation of the generalized Roy model.

grmpy

grmpy is an open-source Python package for the simulation and estimation of the generalized Roy model. It serves as a teaching tool to promote the conceptual framework of the generalized Roy model, illustrate a variety of issues in the econometrics of policy evaluation, and showcases basic software engineering practices.
Marginal Treatment Effects (MTE) can be estimated based on a parametric normal model or, alternatively, via the semiparametric method of Local Instrumental Variables (LIV).

You can install grmpy either via pip

$ pip install grmpy

Or download it directly from our GitHub repository and install the package in editable mode

$ git clone https://github.com/OpenSourceEconomics/grmpy.git
$ pip install -e .

Please visit our online documentation for tutorials and more.


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