help manski_ciVersion 1.1

Title

manski_ci -- uses Manski type bounds (Manski 2003) to calculate confidence intervals
around a treatment variable's regression coefficient in a (covariate-adjusted) regression.

Syntax

manski_ci [if] [in] ,
outcome(dependentvar)
treat(treatvar)
[covars(covars)
regtype(string)
displayall
missingflag(missingindicator)
max(num)
min(num)
vce(typeofse)
level(cilevel)]

Description

manski_ci is designed for use in the context of randomized controlled trials (RCTs) with missing outcomes
(usually with different rates of missingness across experimental arms). The command infers worst case and best case values of an outcome
as described in Manski (2003). This command takes the lower bound of the (covariate-adjusted) regression that assumes the worst case outcomes
and the upper bound of the (covariate-adjusted) regression that assumes the best case outcome. This gives the user a more conservative
confidence interval around their (covariate-adjusted) regression estimate of the treatment effect.

Options

outcome(dependentvar) name of the outcome or dependent variable

treat(treatvar) name of the treatment variable; must be binary

covars(covars) optional - list of covariate variables (accepts i. and c. prefixes)

regtype(regressiontype) optional - type of regression; defaults to OLS (i.e. regress)

displayall optional - shows all operations

missingflag(missingindicator) optional - this package automatically infers missingness based on missing outcome value; to override, specify custom missingness indicator

max(num) optional - the command automatically takes the maximum value of the outcome variable from the observed data; to override, use this option to specify the maximum possible value

min(num) optional - the command automatically takes the minimum value of the outcome variable from the observed data; to override, use this option to specify the minimum possible value

vce(seadjust) optional - used the same as in base Stata (e.g., vce(robust))

level(cilevel) optional - the package defaults to a 95% CI; to override as in base Stata (e.g., level(99))

Examples

sysuse auto

manski_ci, outcome(rep78) treat(foreign) covars(c.mpg) vce(robust)

Saved Results

manski_ci saves the confidence intervals in e():

Matrices

e(manski_ci) treatment effect regression coefficient with adjusted CIs

e(best) regression table of the best case

e(worst) regression table of the worst case

Notes

This package preserves data if you use the if/in functionality. Please note that this may slow down this command when used with large datasets.

References

Manski, C. F. 2003. Partial identification of probability distributions. Springer Science & Business Media.

Author

John Ternovski

Georgetown University

johnt1@gmail.com