KONFOUND: Stata module to quantify robustness of causal inferences

Statistical methods that quantify the conditions necessary to alter inferences, also known as “sensitivity analysis,” are becoming increasingly important to a variety of quantitative sciences. A series of recent works by Frank et al. (2000, 2004, 2007, 2013) extends previous sensitivity analyses by considering the characteristics of omitted variables or unobserved cases that would change an inference if such variables or cases were observed. These analyses generate statements such as “an omitted variable would have to be correlated at xx with the predictor of interest (e.g., treatment) and outcome to invalidate an inference of a treatment effect.” Or “one would have to replace pp percent of the observed data with null hypothesis cases to invalidate the inference. We implement these recent developments of sensitivity analysis and provide modules to calculate these two robustness indices and generate such statements in Stata. In particular, konfound, pkonfound and mkonfound allow users to calculate the robustness of inferences for a user's own model, a single published study and multiple studies respectively.