Economics at your fingertips  

tesensitivity: A Stata Package for Assessing the Unconfoundedness Assumption

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

2019 Stata Conference from Stata Users Group

Abstract: This talk will discuss a new set of methods for quantifying the robustness of treatment effects estimated under the unconfoundedness assumption (also known as selection on observables or conditional ignorability). Specifically, we estimate bounds on the ATE, the ATT, and the QTE under nonparametric relaxations of unconfoundedness indexed by a scalar sensitivity parameter c. These deviations allow for limited selection on unobservables, depending on the value of c. For large enough c, these bounds equal the no assumptions bounds. Our methods allow for both continuous and discrete outcomes, but require discrete treatments. We implement these methods in a new Stata package, tesensitivity, for easy use in practice. We illustrate how to use this package and these methods with an empirical application to the National Supported Work Demonstration program.

New Economics Papers: this item is included in nep-dcm
Date: 2019-08-02
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this paper

More papers in 2019 Stata Conference from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

Page updated 2019-11-11
Handle: RePEc:boc:scon19:51