A simulation-based sensitivity analysis for matching estimators
AbstractIn 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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Bibliographic InfoPaper provided by Stata Users Group in its series Italian Stata Users' Group Meetings 2008 with number 05.
Date of creation: 19 Jan 2009
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, 2006. "A Simulation-Based Sensitivity Analysis for Matching Estimators," North American Stata Users' Group Meetings 2006 6, Stata Users Group.
- NEP-ALL-2009-01-31 (All new papers)
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