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SENSATT: Stata module to compute sensitivity for matching estimators

Author

Listed:
  • Tommaso Nannicini

    (Universidad Carlos III de Madrid)

Programming Language

Abstract

sensatt 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.

Suggested Citation

  • Tommaso Nannicini, 2006. "SENSATT: Stata module to compute sensitivity for matching estimators," Statistical Software Components S456747, Boston College Department of Economics, revised 16 Jun 2007.
    • Handle: RePEc:boc:bocode:s456747
    Note: This module should be installed from within Stata by typing "ssc install sensatt". 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://repec.org/nasug2006/sensatt_wp.pdf
    File Function: documentation
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sensatt.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sensatt.hlp
    File Function: help file
    Download Restriction: no
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