st: New package scenreg available on SSC

[Maarten buis <maartenbuis@yahoo.co.uk>]

Thanks to Kit Baum a new package -scenreg- is now available on SSC.
-scenreg-, short for scenario regression, allows one to estimate
effects in a model for binary dependent variables given a scenario
concerning unobserved variables. 

There is now quite a literature on the potential biassing influence 
of these unobserved variables even when they are uncorrelated with 
the observed variables. A recent example of that literature is an 
article by our own Rich Williams (2009).  -scenreg- is intended to 
give users an idea how big this potential problem is for their data 
and their hypotheses and parameters of interest before they start 
looking for a solution. 

The user chooses a set of scenarios concerning this unobserved 
variable, and -scenreg- will estimate the effects in each of these 
scenarios. If the conclusions from each of these scenarios are 
similar then that is an indication that unobserved heterogeneity is 
not a big problem for your analysis.

On next Thursday (November 11th) I will give a talk at the Italian
Stata Users' Group meeting in Bologna, in which I will also discuss
this program. 

To install -scenreg-, type in Stata -ssc install scenreg-.

-- Maarten

Williams, Richard (2009) "Using heterogenous choice models to compare 
logit and probit coefficients across groups", Sociological Methods & 
Research, 37(4): 531–559.

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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