A Simulation-Based Sensitivity Analysis for Matching Estimators
AbstractThis paper presents a Stata program ("sensatt") that implements the sensitivity analysis for propensity-score matching estimators proposed by Ichino, Mealli and Nannicini (2005). The proposed analysis builds on Rosenbaum and Rubin (1983) and Rosenbaum (1987), and simulates a potential confounder in order to assess the robustness of the estimated treatment effect with respect to specific deviations from the Conditional Independence Assumption (CIA). The program "sensatt" makes use of the user-written Stata commands for propensity-score matching estimation (att*) developed by Becker and Ichino (2002). An example of the implementation of the proposed sensitivity analysis is given by using the National Supported Work (NSW) demonstration, widely known in the program evaluation literature.
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Bibliographic InfoPaper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2006 with number 6.
Date of creation: 23 Jul 2006
Date of revision:
Other versions of this item:
- Tommaso Nannicini, 2007. "Simulation-based sensitivity analysis for matching estimators," Stata Journal, StataCorp LP, vol. 7(3), pages 334-350, September.
- Tommaso Nannicini, 2009. "A simulation-based sensitivity analysis for matching estimators," Italian Stata Users' Group Meetings 2008 05, Stata Users Group.
- NEP-ALL-2006-07-28 (All new papers)
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- Guido W. Imbens, 2004.
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