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TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption

Author

Listed:
  • Linqi Zhang

    (Boston College)

  • Paul Diegert

    (Duke University)

  • Matthew A. Masten

    (Duke University)

  • Alexandre Poirier

    (Georgetown University)

Programming Language

Stata

Abstract

This module provides a set of tools for analyzing the sensitivity of treatment effect estimates to relaxations of the unconfoundedness assumption, also known as selection on observables, exogenous selection, ignorability, or conditional independence. Specifically, it calculates bounds on treatment effect parameters by relaxing the unconfoundedness assumption to a conditional partial independence assumption. Bounds are calculated for a range of alternative assumptions about the magnitude of selection on unobservables. The breakdown point for conclusions about these treatment effects is also calculated. This is defined as the maximum level of selection on unobservables under which a specific conclusion still holds. The module also provides tools to visualize the results, compare results from multiple datasets, and interpret the the scale of the sensitivity parameter.

Suggested Citation

  • Linqi Zhang & Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2021. "TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption," Statistical Software Components S458896, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458896
    Note: This module should be installed from within Stata by typing "ssc install tesensitivity". 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

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    File URL: http://fmwww.bc.edu/repec/bocode/t/tesensitivity.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_tesen_cpi.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_tesen_cscale.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_tesen_display.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_tesen_estat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_tesen_plot.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tesensitivity.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tesensitivity_cpi.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tesensitivity_cpiplot.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tesensitivity_cpitable.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tesensitivity_cscale.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lalonde1986.dta
    File Function: sample data file
    Download Restriction: no
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