Sensitivity summary (DMP bounds + Oster breakdown)

Runs the default sweep used by Stata's regsensitivity when no subcommand is given: a DMP bounds analysis and an Oster breakdown analysis at a few standard r2long values.

Usage

regsen_summary(formula, data, compare = NULL, nocompare = NULL, subset = NULL)

Arguments

formula

Two-sided formula: y ~ x + w1 + w2 + .... The first right-hand-side variable is the primary independent variable; the rest are controls.

data

A data.frame.

compare

Optional character vector of variables to use as the comparison set. Defaults to all controls if neither compare nor nocompare is given.

nocompare

Optional character vector of controls to exclude from the comparison set.

subset

Optional logical or integer vector indicating which rows of data to include in the estimation.

Value

A list with elements dmp_bounds and oster_breakdown, each a regsensitivity object.

Examples

data(bfg2020)
s <- regsen_summary(
  avgrep2000to2016 ~ tye_tfe890_500kNI_100_l6 +
    log_area_2010 + lat + lon,
  data = bfg2020
)
print(s)
#> 
#> === DMP (2026) bounds ===
#> 
#> Regression Sensitivity Analysis ----- Bounds
#> ------------------------------------------------------------------------
#> Analysis:          DMP (2026)
#> Treatment:         tye_tfe890_500kNI_100_l6
#> Outcome:           avgrep2000to2016
#> N (obs):           2036
#> Hypothesis:        Beta > 0
#> Breakdown point:   0.3749
#> 
#> --- Summary statistics ----------------------------------
#>   Beta (short)                  1.7078
#>   Beta (medium)                 1.3854
#>   R2 (short)                    0.0269
#>   R2 (medium)                   0.0718
#>   Var(Y)                      136.3204
#>   Var(X)                        1.2574
#>   Var(X_Residual)               1.1391
#> 
#> --- Results ---------------------------------------------
#>    rxbar rybar   cbar      bmin   bmax
#>        0  +Inf      1    1.3854 1.3854
#>  0.09518  +Inf      1    1.0605 1.7103
#>  0.19036  +Inf      1   0.72556 2.0453
#>  0.28554  +Inf      1    0.3688  2.402
#>  0.38072  +Inf      1 -0.025422 2.7963
#>   0.4759  +Inf      1  -0.48095 3.2518
#>  0.57108  +Inf      1   -1.0391 3.8099
#>  0.66626  +Inf      1   -1.7832  4.554
#>  0.76144  +Inf      1   -2.9248 5.6956
#>  0.85662  +Inf      1   -5.2891   8.06
#>   0.9518  +Inf      1      -Inf   +Inf
#> 
#> === Oster (2019) breakdown ===
#> 
#> Regression Sensitivity Analysis ----- Breakdown Frontier
#> ------------------------------------------------------------------------
#> Analysis:          Oster (2019)
#> Treatment:         tye_tfe890_500kNI_100_l6
#> Outcome:           avgrep2000to2016
#> N (obs):           2036
#> Hypothesis:        Beta > 0
#> 
#> --- Summary statistics ----------------------------------
#>   Beta (short)                  1.7078
#>   Beta (medium)                 1.3854
#>   R2 (short)                    0.0269
#>   R2 (medium)                   0.0718
#>   Var(Y)                      136.3204
#>   Var(X)                        1.2574
#>   Var(X_Residual)               1.1391
#> 
#> --- Results ---------------------------------------------
#>     index breakdown
#>  0.093344         1
#>   0.19334         1
#>   0.29334   0.65067
#>   0.39334   0.45792
#>   0.49334   0.35327
#>   0.59334   0.28756
#>   0.69334   0.24246
#>   0.79334   0.20958
#>   0.89334   0.18456
#>   0.99334   0.16488
#>         1   0.16371