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A simulation-based sensitivity analysis for matching estimators

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Author Info
Tommaso Nannicini () (Universidad Carlos III de Madrid)

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Abstract

In this paper, I present a Stata program (sensatt) that implements the sensitivity analysis for matching estimators proposed by Ichino, Mealli, and Nannicini (2008). The analysis simulates a potential confounder to assess the robustness of the estimated treatment effects with respect to deviations from the Conditional Independence Assumption (CIA). The program uses the commands for propensity-score matching (att*) developed by Becker and Ichino (2002). I provide an example using the National Supported Work (NSW) demonstration, widely known in the program evaluation literature.

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Paper provided by Stata Users Group in its series Italian Stata Users' Group Meetings 2008 with number 05.

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Date of creation: 19 Jan 2009
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Handle: RePEc:boc:isug08:05

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Edwin Leuven & Barbara Sianesi, 2003. "PSMATCH2: Stata module to perform full Mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing," Statistical Software Components S432001, Boston College Department of Economics, revised 02 May 2009. [Downloadable!]
  2. Heckman, James J & Ichimura, Hidehiko & Todd, Petra, 1998. "Matching as an Econometric Evaluation Estimator," Review of Economic Studies, Blackwell Publishing, vol. 65(2), pages 261-94, April. [Downloadable!] (restricted)
  3. Charles Michalopoulos & Howard S. Bloom & Carolyn J. Hill, 2004. "Can Propensity-Score Methods Match the Findings from a Random Assignment Evaluation of Mandatory Welfare-to-Work Programs?," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 156-179, 06. [Downloadable!] (restricted)
  4. Barbara Sianesi, 2001. "Propensity score matching," United Kingdom Stata Users' Group Meetings 2001 12, Stata Users Group, revised 23 Aug 2001. [Downloadable!]
  5. Guido W. Imbens, 2004. "Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 4-29, 06. [Downloadable!] (restricted)
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  6. Marco Caliendo & Sabine Kopeinig, 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching," IZA Discussion Papers 1588, Institute for the Study of Labor (IZA). [Downloadable!]
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  7. Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2005. "Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 151-184, February.
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  8. Sascha O. Becker & Andrea Ichino, 2002. "Estimation of average treatment effects based on propensity scores," Stata Journal, StataCorp LP, vol. 2(4), pages 358-377, November. [Downloadable!]
  9. Alberto Abadie & David Drukker & Jane Leber Herr & Guido W. Imbens, 2004. "Implementing matching estimators for average treatment effects in Stata," Stata Journal, StataCorp LP, vol. 4(3), pages 290-311, September. [Downloadable!]
  10. Guildo W. Imbens, 2003. "Sensitivity to Exogeneity Assumptions in Program Evaluation," American Economic Review, American Economic Association, vol. 93(2), pages 126-132, May. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Olivier Dagnelie & Philippe LeMay-Boucher, 2008. "Rosca Participation in Benin: a Commitment Issue," UFAE and IAE Working Papers 735.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
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  2. repec:ese:iserwp: is not listed on IDEAS
  3. Sascha O. Becker & Marco Caliendo, 2007. "mhbounds - Sensitivity Analysis for Average Treatment Effects," IZA Discussion Papers 2542, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  4. Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini, 2008. "From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 305-327. [Downloadable!]
    Other versions:
  5. Paolo, NATICHIONI, 2008. "Short and long term evaluations of Public Employment Services in Italy," Discussion Papers (ECON - Département des Sciences Economiques) 2008030, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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