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MANSKI_CI: Stata module to use Manski type bounds (Manski 2003) to calculate confidence intervals around a treatment variable's regression coefficient in a (covariate-adjusted) regression

Author

Listed:
  • John Ternovski

    (Georgetown University)

Programming Language

Stata

Abstract

manski_ci is designed for use in the context of randomized controlled trials (RCTs) with missing outcomes (usually with different rates of missingness across experimental arms). The command infers worst case and best case values of an outcome as described in Manski (2003). This command takes the lower bound of the (covariate-adjusted) regression that assumes the worst case outcomes and the upper bound of the (covariate-adjusted) regression that assumes the best case outcome. This gives the user a more conservative confidence interval around their (covariate-adjusted) regression estimate of the treatment effect.

Suggested Citation

  • John Ternovski, 2022. "MANSKI_CI: Stata module to use Manski type bounds (Manski 2003) to calculate confidence intervals around a treatment variable's regression coefficient in a (covariate-adjusted) regression," Statistical Software Components S459056, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459056
    Note: This module should be installed from within Stata by typing "ssc install manski_ci". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/m/manski_ci.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/manski_ci.sthlp
    File Function: help file
    Download Restriction: no
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