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TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption

Linqi Zhang (), Paul Diegert (), Matthew Masten and Alexandre Poirier
Additional contact information
Linqi Zhang: Boston College
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 treatment effect estimates to relaxations of the unconfoundedness assumption, also known as selection on observables, exogenous selection, ignorability, or conditional independence. Specifically, it calculates bounds on treatment effect parameters by relaxing the unconfoundedness assumption to a conditional partial independence assumption. Bounds are calculated for a range of alternative assumptions about the magnitude of selection on unobservables. The breakdown point for conclusions about these treatment effects is also calculated. This is defined as the maximum level of selection on unobservables under which a specific conclusion still holds. The module also provides tools to visualize the results, compare results from multiple datasets, and interpret the the scale of the sensitivity parameter.

Language: Stata
Requires: Stata version 13
Keywords: treatment effects; unconfoundedness; sensitivity (search for similar items in EconPapers)
Date: 2021-01-12
Note: This module should be installed from within Stata by typing "ssc install tesensitivity". 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/t/tesensitivity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_tesenFile-URL: ... pec/bocode/_/cpi.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/_/_tesenFile-URL: ... /bocode/_/cscale.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/_/_tesen_display.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_tesen_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_tesen_plot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tesensitivity.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tesensitivityFi ... c/bocode/_/cpi.sthlp help file (text/plain)
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http://fmwww.bc.edu/repec/bocode/t/tesensitivityFi ... code/_/cpiplot.sthlp help file (text/plain)
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http://fmwww.bc.edu/repec/bocode/t/tesensitivityFi ... ode/_/cpitable.sthlp help file (text/plain)
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http://fmwww.bc.edu/repec/bocode/t/tesensitivityFi ... ocode/_/cscale.sthlp help file (text/plain)
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http://fmwww.bc.edu/repec/bocode/l/lalonde1986.dta sample data file (application/x-stata)

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