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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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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