.- help for ^eba^ (Gimpavido@@worldbank.org) .- Extreme Bound Analysis ---------------------------- ^eba^ var1 var2 varlist [^if^ exp] [^in^ range] , [^x(^varlist^) ty^pe^(^#^) le^vel^(^#^) vif(^#^) ci(^#^) d^etails] Description ----------- ^eba^ Performs an Extreme Bound Analysis on the regressor "var2", for given a dependent variable "var1", and a set of regressors Z and X. Where Z(nxk) and X(nxm) with k<=4. The program runs n!/(k!(n-k)!) OLS regressions by taking combinations of k<=4 Z variables among the p listed. It then displays minimum and maximum parameter estimates for "var2" together with their t-statistics, p-value and Z variables used. This version controls for multicollinearity through -vif.ado- already coming with stata. References: Levine R. and D. Renelt (1992) A sensitivity analysis of cross-country growth regressions. American Economic Review, 82(4), 942-63 Options ------- ^x(^varlist^)^ contains other possible regressors, common to all regressions. If it is not specified, it is assumed to be empty. ^type(^#^)^ tells the program how many Z variables should be taken for each combination (maximum 4). If it is not specified, it is assumed to be 1. ^level(^#^)^ tells the program within what confidence level the minimum and maximum for "ebavar" should be reported. If it is not specified, it is assumed to be 0.95. ^vif(^#^)^ controls for the collinearity problem. It sets the maximum admissible VIF below which extremes have to be found. If it is not specified, the maximum is by default very high: i.e. it allows for a high collinearity in the auxiliary regressions. N.B. VIF is calculated for each of the n!/(k!(n-k)!) regressions and it slows down the program considerably. Hope to solve this sometime. ^ci(^#^)^ modyfies the confidence for the intervals of both the minimum and maximum for "ebavar". If it is not specified, it is assumed to be .95. ^detail^ displays parameter estimate, t-statistics, p-value, maximum VIF and relative Z variables for all regressions performed. Examples -------- . ^eba y x1 x2 x3^ . ^eba y x1-x3, x(x4-x6)^ . ^eba y x1 x2 x3 x4 x5, type(4)^ . ^eba y x1 x2 x3 x4 x5, x(x6) type(4) detail le(.85) ci(.90)^ . ^eba y x1 x2 x3 x4 x5, x(x6) type(4) detail le(.85) vif(10) ci(.90)^ Also see -------- Manual: ^[R] fit^ On-line: help for @fit@ Author ------ Gregorio Impavido DECVP The World Bank Washington, DC Gimpavido@@worldbank.org