MROBUST: Stata module to estimate model robustness and model influence

Cristobal Young () and Katherine Holsteen ()
Additional contact information
Cristobal Young: Stanford University
Katherine Holsteen: Stanford University

Statistical Software Components from Boston College Department of Economics

Abstract: mrobust tests the robustness of a model across all possible combinations of specified model ingredients (such as control variables, estimation commands, etc) and reports on the resulting distribution of estimates. Also reports which model ingredients are most influential for the results.

Language: Stata
Requires: Stata version 11
Keywords: model robustness; influence (search for similar items in EconPapers)
Date: 2016-11-06
Note: This module should be installed from within Stata by typing "ssc install mrobust". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mrobust.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mrobust.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mrobust.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mrobust_online_appendix.pdf documentation (application/pdf)
http://fmwww.bc.edu/repec/bocode/m/Model_Uncertainty_and_Robustness.pdf documentation (application/pdf)

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: https://EconPapers.repec.org/RePEc:boc:bocode:s458269

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().