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CHECKROB: Stata module to perform robustness check of alternative specifications

Author

Listed:
  • Mikkel Barslund

    (University of Copenhagen)

Programming Language

Stata

Abstract

checkrob estimates a set of regressions where the dependent variable is regressed (with whatever method is specified in estimation command) on core variables - which are included in all regressions - and all possible combinations of other (non-core) variables. For each regression the coefficients, their standard errors and optional estimation return variables (ereturn list) are recorded in a comma separated format which can be accessed after the execution of checkrob. It is a useful tool if you want to check the robustness of including/excluding one or more controls in your preferred specification. The command is similar (though simpler) to the command rcheck by Kenneth L. Simons but can handle some multiple equation estimation commands (i.e. heckman). checkrob was used to produce the robustness results in Barslund et al. (2007).

Suggested Citation

  • Mikkel Barslund, 2007. "CHECKROB: Stata module to perform robustness check of alternative specifications," Statistical Software Components S456837, Boston College Department of Economics, revised 06 Jun 2018.
    • Handle: RePEc:boc:bocode:s456837
    Note: This module should be installed from within Stata by typing "ssc install checkrob". 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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/checkrob.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/checkrob.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Wegenast, Tim, 2010. "Cana, café, cacau: agrarian structure and educational inequalities in Brazil," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 28(1), pages 103-137, March.
    2. Ahamad, Mazbahul & Gustafson, Christopher & VanWormer, Elizabeth, 2016. "Ex-post Livestock Diseases, and Pastoralists' Averting Decisions in Tanzania," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235764, Agricultural and Applied Economics Association.

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