A simulation-based sensitivity analysis for matching estimators

Abstract

In this paper, I present a Stata program (sensatt) that implements the sensitivity analysis for matching estimators proposed by Ichino, Mealli, and Nannicini (2008). The analysis simulates a potential confounder to assess the robustness of the estimated treatment effects with respect to deviations from the Conditional Independence Assumption (CIA). The program uses the commands for propensity-score matching (att*) developed by Becker and Ichino (2002). I provide an example using the National Supported Work (NSW) demonstration, widely known in the program evaluation literature.