Title

speccheck - specification checker

Requirements

Speccheck requires tuples, available from ssc.

Contact Information

Please direct any questions for this software to ncook@uottawa.ca

Syntax

speccheck depvar indepvars [if] [,options]

Main
vce standard errors, robust or clustered

method reg, areg, xtreg. Defaults to reg

absorb absorb variable. For use with areg

xt fe,re or be. For use with xtreg. Defaults to re.

nocon if Yes, only regressions with at least one control

always may be blank, 1 or 2. Default to blank. If 1, the second independent variable will always be included in the regressions. If 2, the second and third.

indepvars may contain factor variables; see fvvarlist.

Description

speccheck generates a standardized graphical output from a regression specification. The command will individually regress depvar against all possible indepvars combinations. The command will generate a figure with four subfigures. The effect curve is a histogram of the regression coefficients estimated for the first indepvar. The t-curve is a histogram of the absolute value of the t-statistics of the first indepvar.

Examples

Example: reg with if

bcuse wagepan, clear

speccheck lwage educ union married black exper expersq if south==1

Example: reg with robust standard errors

bcuse wagepan, clear

speccheck lwage educ union married black exper expersq , vce(robust)

Example: reg with clustered standard errors

bcuse wagepan, clear

speccheck lwage educ union married black exper expersq , vce(cluster nr)

Example: reg without the specification with no controls

bcuse wagepan, clear

speccheck lwage educ union married black exper expersq , nocon(Yes)

Example: areg

bcuse wagepan, clear

speccheck lwage educ union married black exper expersq , method(areg) absorb(nr)

Example: xtreg

bcuse wagepan, clear

xtset nr year

speccheck lwage educ union married black exper expersq , method(xtreg) xt(fe)