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st: sensitivity analysis


From   Mintewab Bezabih <Mintewab.Bezabih@economics.gu.se>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: sensitivity analysis
Date   Thu, 9 Dec 2010 21:43:09 +0100

Dear Statalist folks,

I have been trying to conduct sensitivity analysis for a weakly exogenous instrument using the code below. While I am able to run the code just fine, I was not able to change any of the parameters to obtain different set of confidence bounds. Any sugggestions on how I could do that?

Sincerely,

minti



# delimit

clear

set mem 500m

set more off



cd "C:\F_April08\plausexog"

insheet using restatw.dat

gen age2 = age^2

/* N(0,5000^2) */

matrix omega_eta = J(19,19,0)

matrix omega_eta[1,1] = 5000^2

matrix mu_eta = J(19,1,0)

/* The following two lines may be uncommented to approximate a U[0,10000] */

matrix omega_eta[1,1] = (10000/sqrt(12))^2

matrix mu_eta[1,1] = 5000

/* Obtain local to zero approximation estimates using prior specified above */

************************************************************************************

* To invoke this command type:

* >>ltz var_matrix_for_gamma depvar mean_vector_for_gamma

* (endogenouslist covariatelist=instrumentlist covariatelist)

* [if] [in], [level()] [cluster()] [robust]

************************************************************************************;

ltz omega_eta mu_eta net_tfa (p401 i2 i3 i4 i5 i6 i7 age age2 fsize hs smcol col marr twoearn db pira hown = e401 i2 i3 i4 i5 i6 i7 age age2 fsize hs smcol col marr twoearn db pira hown) , level(.95) robust

/* Obtain bounds */

************************************************************************

* To invoke this command type: *

* >>uci depvar (endogenouslist covariatelist=instrumentlist covariatelist) [if] [in],

* g1min() g1max() g2min() g2max() ... grid() inst(instrumentlist) [level()]

* [cluster()] [robust] *

************************************************************************;

uci net_tfa (p401 i2 i3 i4 i5 i6 i7 age age2 fsize hs smcol col marr twoearn db pira hown = e401 i2 i3 i4 i5 i6 i7 age age2 fsize hs smcol col marr twoearn db pira hown), inst(e401) g1min(-10000) g1max(10000) grid(2) level(.95) robust

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