PSACALC: Stata module to calculate treatment effects and relative degree of selection under proportional selection of observables and unobservables

Emily Oster

Statistical Software Components from Boston College Department of Economics

Abstract: psacalc is performed after linear models to evaluate the possible degree of omitted variable bias under the assumption that the selection on the observed controls is proportional to the selection on the unobserved controls. Details of the calculation and theory are in Oster (2016), JBES, Forthcoming. The command requires the user to identify an independent variable of interest from the regression. The command calculates (1) a value of the relative degree of selection to match a given treatment effect or (2) a value of the treatment effect given a relative degree of selection. Options are given to specify a maximum R-squared in absence of measurement error and a set of observable controls not informative about the observables.

Language: Stata
Requires: Stata version 12
Keywords: treatment effects; bounds; selection of observables (search for similar items in EconPapers)
Date: 2013-08-10, Revised 2016-12-18
Note: This module should be installed from within Stata by typing "ssc install psacalc". 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/p/psacalc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psacalc.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psacalci.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psacalci.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/selection.pdf documentation (application/pdf)

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