{smcl} {* *! version 1.1.1 23jan2017}{...} {findalias asfradohelp}{...} {vieweralsosee "" "--"}{...} {vieweralsosee "[R] help" "help help"}{...} {viewerjumpto "Syntax" "konfoundhelpfile##syntax"}{...} {viewerjumpto "Description" "konfoundhelpfile##description"}{...} {viewerjumpto "Options" "konfoundhelpfile##options"}{...} {viewerjumpto "Remarks" "konfoundhelpfile##remarks"}{...} {viewerjumpto "Examples" "konfoundhelpfile##examples"}{...} {viewerjumpto "Authors" "konfoundhelpfile##authors"}{...} {viewerjumpto "References" "konfoundhelpfile##references"}{...} {title:Title} {phang} {bf:konfound} {hline 2} Beta version: For user's model, this command calculates (1) how much bias there must be in an estimate to invalidate/sustain an inference; (2) the impact of an omitted variable necessary to invalidate/sustain an inference for a regression coefficient. {marker syntax}{...} {title:Syntax} {p 8 17 2} {cmdab:konfound} [{varlist}] [{cmd:,} {it:options}] {synoptset 20 tabbed}{...} {synopthdr} {synoptline} {syntab:Main} {synopt:{opt varlist}} a list of variables in the previous model. Users can provide 1 to 10 variable names{p_end} {synoptline} {marker description}{...} {title:Description} {phang} {cmd:konfound} (1) Calculates how much bias there must be in an estimate to invalidate/sustain an inference from the immediately preceding model, and interpret in terms of sample replacement. After running a model (example: linear regression), user can provide the list of variable names, and {cmd:konfound} will produces % bias needed to invalidate/sustain the inference for each variable in the variable list. The command will also provide sensitivity plots for those variables that are statistically significant in the user's model. {p_end} {phang} {cmd:konfound} also calculates (2) the impact of an omitted variable necessary to invalidate/sustain an inference for a regression coefficient from a user's model. It also assesses how strong an omitted variable has to be correlated with the outcome and the predictor of interest to invalidate/sustain the inference. After running a model (example: linear regression), the user can provide a list of variable names, and {cmd:konfound} will produce the impact of an omitted variable (Frank, 2000) necessary to invalidate/sustain an inference. The command will also produce the correlation of the omitted variable with the outcome and the predictor of interest necessary to invalidate/sustain the inference. The command will also provide the observed impact table for all observed covariates in the user's previous model. {p_end} {marker options}{...} {title:Options} {phang} {opt sig(#)} Significance level of the test; default is 0.05 {cmd:sig(.05)}. To change the significance level to .10 use {cmd:sig(.1)} {phang} {opt nu(#)} The null hypothesis against which to test the estimate. The default is 0 {cmd:nu(0)} {phang} {opt onetail(#)} One-tail or two-tail test; the default is two-tail {cmd:onetail(0)}; to change to one-tail use {cmd:onetail(1)} {phang} {opt uncond(#)} calculate the impact and component correlations before or after conditioning on covariates in the model. The default is to calculate the impact and component correlations after conditioning on covariates {cmd:uncond(0)}. To change the calculation to before conditioning (unconditional) on covariates use {cmd:uncond(1)} {phang} {opt rep_0(#)} For % bias, this controls the effect in the replacement cases; the default is null effect (which may or may not be 0) {cmd:rep_0(0)}; to force replacing cases with effect of zero use {cmd:rep_0(1)} {phang} {opt non_li(#)} Basis for interpreting % bias to invalidate/sustain an inference for non-linear models (e.g., logit or probit). Default is to use the original coefficient {cmd:non_li(0)}; to change the calcuation based on average partial effects use {cmd:non_li(1)}. {marker remarks}{...} {title:Remarks} {phang} For a graphical illustration of the impact of a confounding variable see {browse "https://msu.edu/~kenfrank/research.htm#impact_diagram"} {p_end} {phang} For additional details of the calculations in a spreadsheet format and other supporting materials see {browse "https://msu.edu/~kenfrank/research.htm#causal"}. {p_end} {marker examples}{...} {title:Examples} {phang}{cmd:. use http://www.ats.ucla.edu/stat/stata/examples/chp/p025b, clear} {p_end} {phang}{cmd:. rename y2 x5} {p_end} {phang}{cmd:. regress y1 x1 x4 x5} {p_end} {phang}{cmd:. konfound x1}{p_end} {phang}{cmd:. regress y1 x1 x4 x5} {p_end} {phang}{cmd:. konfound x1, uncond(1)}{p_end} {phang}{cmd:. regress y1 x1 x4 x5} {p_end} {phang}{cmd:. konfound x1, sig(0.1) nu(.5) rep_0(1)}{p_end} {marker authors}{...} {title:Authors} {phang} Kenneth A. Frank {p_end} {phang} Michigan State University {p_end} {phang} Ran Xu {p_end} {phang} University of Connecticut {p_end} {phang} Please email {bf:ran.2.xu@uconn.edu} if you observe any problems. {p_end} {marker references}{...} {title:References} {pstd} Frank, K.A. 2000. Impact of a Confounding Variable on the Inference of a Regression Coefficient. Sociological Methods and Research, 29(2), 147-194 {pstd} Pan, W., and Frank, K.A. 2004. An Approximation to the Distribution of the Product of Two Dependent Correlation Coefficients. Journal of Statistical Computation and Simulation, 74, 419-443 {pstd} Pan, W., and Frank, K.A., 2004. A probability index of the robustness of a causal inference. Journal of Educational and Behavioral Statistics, 28, 315-337. {pstd} *Frank, K. A. and Min, K. 2007. Indices of Robustness for Sample Representation. Sociological Methodology. Vol 37, 349-392. * co first authors. {pstd} Frank, K.A., Gary Sykes, Dorothea Anagnostopoulos, Marisa Cannata, Linda Chard, Ann Krause, Raven McCrory. 2008. Extended Influence: National Board Certified Teachers as Help Providers. Education, Evaluation, and Policy Analysis. Vol 30(1): 3-30. {pstd} Frank, K.A., Maroulis, S., Duong, M., and Kelcey, B. 2013. What would it take to Change an Inference?: Using Rubin’s Causal Model to Interpret the Robustness of Causal Inferences. Education, Evaluation and Policy Analysis. Vol 35: 437-460.