------------------------------------------------------------------------------- help forcheckrob(Mikkel Barslund, September 2006) -------------------------------------------------------------------------------

Test of robustness of specification

checkrob#corevars#testingvars[options] [filename.txt] [noisily] :estimation command

where

#corevarsis the number of core variables (to be retained in all regressions).

#testingvarsis the number of testing variables (to be systematically included/excluded).

optionsare additional output options. All return variables [e(name)] can be specified with a space between them. Default (=none).

filename.txtis an option for specifying the name of the output file. Note, that it must have the ".txt" extension. Default (=result.txt). The table file will get the name table_filename.txt. Iffilename.txtalready existscheckrobwill end with an error message.

noisilydisplays the output for each regression. Default (=quietly).

estimation commandcan be any single equation estimation command and some 2-equation estimation commands where the second equation is fixed (such as heckman or heckprob with a fixed (unaltered) selection equation in all regressions).Note:the order of the explanatory variables is important forcheckrobto work properly. First should the core variables be specified and only thereafter the testing variables (seeExamplesbelow). A full set of options supported by the estimation command can be applied to each estimation (e.g. weights, cluster, in range, if etc.)

checkrobsupports survey settings via the svy: prefix (see also help svyset).

OBS...OBScheckrobonly does limited syntax checking. Thus, the user should check the prerun explanation bycheckrobof what it is about to do carefully.

Description

checkrobestimates a set of regressions where the dependent variable is regressed (with whatever method is specified inestimation command) on thecorevariables - which are included in all regressions - and all possible combinations of thetesting variables. In total 2^#testingvarsregressions are generated. For each regression the coefficients, their standard errors and optional estimation return variables (ereturn list) are recorded in comma separated format in the file namedfilename.txt. This file can be accessed aftercheckrobhas run with a standard text editor. Further,checkrobproduces a second text file table_filename.txtincluding the following statistics for eachcoreandtestingvariable: maximum (Max), minimum (Min) and average value (Mean) of the coefficient over all regressions, average standard deviation (AvgSTD), share of regressions where the coefficient is significant (PercSigni), share of regressions where the sign is positive (Perc+), respective negative (Perc-), the average t-value (AvgT) and the number of times the variable was included in the regressions (Obs) (this might differ between core variables (and between testing variables) if a variable is sometimes dropped. For each variable the average over optional estimation return variables in these regression where the variable featured is also reported.The table will look like this (recorded in comma separated form):

table_

filename.txtCore var Max Min Mean AvgSTD PercSigni Perc+ Perc- AvgT Obs > e(r2) ------------------------------------------------------------------------------- ------- Education 4 > Experience 4 > age 4 >

Testing Max Min Mean AvgSTD PercSigni Perc+ Perc- AvgT Obs > e(r2) ------------------------------------------------------------------------------- ------- Educ.spouse 2 > Children 2 >

checkrobis a useful tool if you want to check the robustness of including/excluding one or more controls in your preferred specification.checkrobwas used to produce the robustness results in Barslund et al. (2007). See the command rcheck (if installed) by Kenneth L. Simons for a similar procedure, however rcheck cannot handle multiple equation such as the heckman estimation command.

Examples

. checkrob#corevars#testingvars[options] [filename.txt] [noisily] :estimation command

. checkrob 2 3: reg wage education experience age educspouse childrenHere education and experience are core variables; age, educspouse and children are testing variables.

. checkrob 1 4: reg wage education experience age educspouse childrenHere education is the only core variables; experience, age, educspouse and children are testing variables.

. checkrob 1 4: reg wage education experience age educspousechildren, cluster(ea)

. checkrob 2 2 output.txt noisily: reg wage education experience agechildren if children>4, cluster(ea)

AuthorPlease address comments and suggestions to:

Mikkel Barslund, Department of Economics, University of Copenhagen, Denmark <mikkelbarslund@gmail.com>

ReferencesBarslund, M., Chiconela, J., Rand, J. & Tarp, F., 2007, 'Understanding Victimization: The Case of Mozambique'. World Development Vol. 35, No. 7 (July)

Also seeOnline: help for rcheck if installed