CHECKROB: Stata module to perform robustness check of alternative specifications

Statistical Software Components from Boston College Department of Economics

Abstract: checkrob estimates a set of regressions where the dependent variable is regressed (with whatever method is specified in estimation command) on core variables - which are included in all regressions - and all possible combinations of other (non-core) variables. For each regression the coefficients, their standard errors and optional estimation return variables (ereturn list) are recorded in a comma separated format which can be accessed after the execution of checkrob. It is a useful tool if you want to check the robustness of including/excluding one or more controls in your preferred specification. The command is similar (though simpler) to the command rcheck by Kenneth L. Simons but can handle some multiple equation estimation commands (i.e. heckman). checkrob was used to produce the robustness results in Barslund et al. (2007).

Language: Stata
Requires: Stata version 9
Keywords: regression; specification; robustness (search for similar items in EconPapers)
Date: 2007-04-13
Note: This module may be installed from within Stata by typing "ssc install checkrob". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/checkrob.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/checkrob.hlp help file (text/plain)

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