*! version 1.2.1 07mar2013

Title

tesensitivity cscale -- c-dependence scale analysis

Syntax

tesensitivity cscale [varlist]
[,
options]

varlist is a subset of covariates to be included in the analysis

options

Main
cmax include the maximum propensity score deviation for each covariate

quantiles(numlist) quantiles of the propensity score deviation distributions to include

density plot density of propensity score deviations for the specified covariate

Desciption

tesensitivity cscale is a post estimation command that helps interpret
the scale of the sensitivity parameter c used in c-dependence. Propensity scores obtained
from the full model are compared to propensity scores obtained when leaving out
one of the covariates. This induces a distribution over the support of the covariates. The options cmax and quantiles select the
features of this distribution to calculate for each omitted covariate. If either of these
options are selected, the results are displayed in a table and stored in r().
If the density option is selected, then a kernel density of the propensity
score deviations is plotted for the selected covariate.

For a discussion of the interpretation of this analysis and its relationship
to c-dependence see Remarks.

Options

Main

cmax Calculate the supremum over the distribution of the distribution of the
difference between full-model and leave-one-out propensity scores.

quantiles(numlist) A numlist of quantiles. Calculate each of these quantiles
of the distribution of the difference between full-model and leave-one-out
propensity scores.

density Calculate and plot the density of the distribution of the difference
between full-model and leave-one-out propensity scores for a given covariate.

Note: if no options are specified, then the
default options quantiles(.5, .75, .9) cmax are used. If any options are
selected, this default is ignored.

Remarks

See here for links to the articles
this package is based on, more detailed documentation on the implementation in
this package, and examples of its use.

Stored results

tesensitivity cscale stores the following in r():

Matrices

r(cmax) maximum propensity score deviations for each covariate

r(cquantiles) quantiles of the distribution of propensity score deviations for each covariates

Examples

For examples see this vignette.