Unobservable Selection and Coefficient Stability
The function implements the method of (*) for evaluating robustness to omitted variable bias.
Specifically, it implements Proposition 2, Corollary 1 and Proposition 3. The implementation relies upon Matlab's fitlm(). Examples included for both computing the (a) bias-adjusted treatment
effect and (b) the delta value (bound) to match a given treatment effect, for the unrestricted estimator under additional (unrelated) controls. The complete documentation is within the function oster.mat.
(*) Oster, Emily. "Unobservable selection and coefficient stability: Theory and evidence." Journal of Business & Economic Statistics 37.2 (2019): 187-204.
Cite As
Martin Magris (2023). Unobservable Selection and Coefficient Stability (https://www.mathworks.com/matlabcentral/fileexchange/74137-unobservable-selection-and-coefficient-stability), MATLAB Central File Exchange. Retrieved .
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Functions
Version | Published | Release Notes | |
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1.0.0 |