Simulation–based sensitivity analysis for matching estimators
Abstract. This article presents a Stata program (sensatt) that implements the
sensitivity analysis for matching estimators proposed by Ichino, Mealli, and
Nannicini (Journal of Applied Econometrics, forthcoming). The analysis
simulates a potential confounder to assess the robustness of the estimated
treatment effects with respect to deviations from the conditional
independence assumption. The program uses the commands for propensity-score
matching (att* ) developed by Becker and Ichino (Stata Journal
2: 358–377). I give an example by using the National Supported Work
demonstration, widely known in the program evaluation literature.
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Tommaso Nannicini
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sensatt, sensitivity analysis, matching, propensity score, program evaluation
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