SENSIMATCH: Stata module to provide data-driven sensitivity analysis for Matching estimator

Giovanni Cerulli

Statistical Software Components from Boston College Department of Economics

Abstract: sensimatch provides a sensitivity test for checking the robustness of the selection-on-observables assumption in treatment effect observational studies, both within a regression adjustment and a propensity-score matching approach. Rooted in the machine learning literature, this sensitivity analysis is based on a "leave-one-covariate-out" (LOCO) approach. This method recalls a bootstrap over different subsets of covariates, and simulates various estimation scenarios to be compared with the baseline results obtained by the analyst. The main output of sensimatch is graphical, thus providing the user with an easy-to-interpret robustness check of his/her study results.

Language: Stata
Requires: Stata version 14
Keywords: treatment effect; sensitivity; robustness; leave-one-out (search for similar items in EconPapers)
Date: 2018-09-30, Revised 2019-06-20
Note: This module should be installed from within Stata by typing "ssc install sensimatch". 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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http://fmwww.bc.edu/repec/bocode/s/sensimatch.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/combreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sensimatch.sthlp help file (text/plain)

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