REGSENSITIVITY: Stata module for regression sensitivity analysis

Paul Diegert (), Matthew Masten and Alexandre Poirier
Additional contact information
Paul Diegert: Duke University

Statistical Software Components from Boston College Department of Economics

Abstract: This module provides a set of tools for analyzing the sensitivity of regression estimates to the presence of omitted variables. Specifically, it calculates bounds on regression coefficients by relaxing the assumption that the omitted variables are uncorrelated with the included variable of interest. Bounds are calculated for a range of alternative assumptions about the omitted variables. The module also performs breakdown analysis for hypotheses about these regression coefficients. This analysis tells us how much we can relax the exogeneity assumption before a hypothesis about the regression coefficient of interest is overturned. The module also provides tools to visualize the results.

Language: Stata
Requires: Stata version 15
Keywords: regression; omitted variables; breakdown analysis (search for similar items in EconPapers)
Date: 2022-06-14, Revised 2024-12-29
Note: This module should be installed from within Stata by typing "ssc install regsensitivity". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/regsensitivity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regsensitivity.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regsensitivity_plot.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regsensitivity_breakdown.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regsensitivity_bounds.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regsen.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regsen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_regsen_write_tuples.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_regsen_write_table_header.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_regsen_write_scalar_table.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_regsen_idset_plot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_regsen_display.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_regsen_breakfront_plot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bfg2020.dta sample data file (application/x-stata)

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