Simulation-based sensitivity analysis for matching estimators

Tommaso Nannicini ()

Stata Journal, 2007, vol. 7, issue 3, pages 334-350

Abstract: This article presents a Stata program (sensatt) that implements the sensitivity analysis for matching estimators proposed by Ichino, Mealli, and Nannicini (Journal of Applied Econometrics , forthcoming). The analysis simulates a potential confounder to assess the robustness of the estimated treatment effects with respect to deviations from the conditional independence assumption. The program uses the commands for propensity-score matching (att* ) developed by Becker and Ichino (Stata Journal 2: 358–377). I give an example by using the National Supported Work demonstration, widely known in the program evaluation literature. Copyright 2007 by StataCorp LP.

Keywords: sensatt; sensitivity analysis; matching; propensity score; pro- gram evaluation (search for similar items in EconPapers)
Date: 2007
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Related works:
Working Paper: A simulation-based sensitivity analysis for matching estimators (2009)
Working Paper: A Simulation-Based Sensitivity Analysis for Matching Estimators (2006)
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