help isa_search-------------------------------------------------------------------------------

Title

isa_search-- Wrapper Program for -isa- (Imbens' Sensitivity Analysis)

Syntax

isa_searchdepvartreatmentvar[indepvars] [if] [in],tau(real)ortstat(real)[options]

optionsDescription ------------------------------------------------------------------------- Model *tau(real)the target size of the coefficient of the treatment variable. *tstat(real)the target size of the t-value of the treatment variable.maxalpha(real)the maximum value of alpha in the search; default ismaxalpha(10)minalpha(real)the minimum value of alpha in the search; default isminalpha(0)maxdelta(real)the maximum value of delta in the search; default ismaxdelta(5)mindelta(real)the minimum value of delta in the search; default ismindelta(0)increment(real)the increment of the size of alpha and delta for the next iteration; default isincrement(.5)SE/Robust

vce(vcetype)vcetypemay beoim,robust,clusterclustvar, oropg------------------------------------------------------------------------- * Eithertau(real)ortstat(real)is required. * The value oftau(real)ortstat(real)must be positive and smaller than the original treatment effect. At least oneindepvarsis required.treatmentvarmust be binary.

Description

isa_searchis a wrapper program of -isa- Imbens' (2003) Sensitivity Analysis. This program should be used when researchers do not have any idea about how to setminalpha,maxalpha,mindeltaandmaxdeltain -isa-. The program automatically check where in a given region a contour line exists. Once the program ends, it will generate the diagram that consists of + (in blue), triangle (in red), and dot (in black). The contour line should exist somewhere between + (in blue) and triangle (in red) if these symbols do not represent the location of irrelevant contour, which is usually obvious from the figure. In runningisa, a researcher should set the region defined byminalpha,maxalpha,mindeltaandmaxdeltain the following way. First, the region should be defined as small as possible as long as it produces a good contour. Second, the region should not include the areas that produce the irrelevant contours. Please read the quick guide for the further detail (Click here.)

Example. sysuse nlsw88 . xi i.race . rename _Irace_2 black . rename _Irace_3 other . xi i.industry . rename _Iindustry_5 mnfctr . isa_search wage union age black other grade married south c_city mnfctr, tau(.314)

If the user wants to know the more detailed results, set

increment(real)at the value smaller than .5.. isa_search wage union age black other grade married south c_city mnfctr, tau(.314) incr(.25)

Saved results

isa_searchsaves the following variables:

isas_tauthe treatment effect when alpha = isas_alpha[_n] and delta = isas_delta[_n].isas_tstatthe t-statistics of the treatment effect when alpha = isas_alpha[_n] and delta = isas_delta[_n].isas_convergedidentifier of whether the estimation achieved convergence or notisas_alphathe value of alpha when quantity of interest is estimated.isas_deltathe value of delta when quantity of interest is estimated.isas_plusindicator that the coordinate(isas_alpha[_n], isas_delta[_n]) is located marginally below the contour.isas_minusindicator that the coordinate(isas_alpha[_n], isas_delta[_n]) is located marginally above the contour.

ReferenceHere is the link for the quick guide by the author of the program.

If you use this program, please cite:

Imbens, Guido W. 2003. "Sensitivity to Exogeneity Assumptions in Program Evaluation."

The American Economic Review93(2):126-132.Harada, Masataka "Generalized Sensitivity Analysis."

Working paper.