English, Article edition: CHECKROB: Stata module to perform robustness check of alternative specifications Mikkel Barslund

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Bookmark: http://trove.nla.gov.au/version/101919
Physical Description
  • code
Language
  • English

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Title
  • CHECKROB: Stata module to perform robustness check of alternative specifications
Author
  • Mikkel Barslund
Physical Description
  • code
Notes
  • checkrob estimates a set of regressions where the dependent variable is regressed (with whatever method is specified in estimation command) on core variables - which are included in all regressions - and all possible combinations of other (non-core) variables. For each regression the coefficients, their standard errors and optional estimation return variables (ereturn list) are recorded in a comma separated format which can be accessed after the execution of checkrob. It is a useful tool if you want to check the robustness of including/​excluding one or more controls in your preferred specification. The command is similar (though simpler) to the command rcheck by Kenneth L. Simons but can handle some multiple equation estimation commands (i.e. heckman). checkrob was used to produce the robustness results in Barslund et al. (2007).
  • regression, specification, robustness
  • RePEc:boc:bocode:s456837
Language
  • English
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