.-
help for ^eba^                                          (Gimpavido@@worldbank.o
> rg)
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Extreme Bound Analysis 
----------------------------

        ^eba^ var1 var2 varlist [^if^ exp] [^in^ range] 
                , [^x(^varlist^) ty^pe^(^#^) le^vel^(^#^) vif(^#^) ci(^#^) d^et
> ails]


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