Sensitivity analysis for average treatment effects

Sascha Becker and Marco Caliendo

Stata Journal, 2007, vol. 7, issue 1, 71-83

Abstract: Based on the conditional independence or unconfoundedness assump- tion, matching has become a popular approach to estimate average treatment effects. Checking the sensitivity of the estimated results with respect to devia- tions from this identifying assumption has become an increasingly important topic in the applied evaluation literature. If there are unobserved variables that affect assignment into treatment and the outcome variable simultaneously, a hidden bias might arise to which matching estimators are not robust. We address this prob- lem with the bounding approach proposed by Rosenbaum (Observational Studies, 2nd ed., New York: Springer), where mhbounds lets the researcher determine how strongly an unmeasured variable must influence the selection process to undermine the implications of the matching analysis. Copyright 2007 by StataCorp LP.

Keywords: mhbounds; matching; treatment effects; sensitivity analysis; unobserved heterogeneity; Rosenbaum bounds (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (291)

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Related works:
Working Paper: mhbounds - Sensitivity Analysis for Average Treatment Effects (2007)
Working Paper: mhbounds – Sensitivity Analysis for Average Treatment Effects (2007)
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