regsensitivity

MaRDI QIDQ7400214CRANFDO

Authors Mike Nguyen

Last update 20 October 2026

Copyright license MIT license, File License

Software version identifier 0.2.0

Description

Sensitivity analysis for linear regression coefficients in the presence of omitted variables. Implements the identified-set and breakdown-point analyses of Diegert, Masten and Poirier (2026) <doi:10.48550/arXiv.2206.02303>, Oster (2019) <doi:10.1080/07350015.2016.1227711> and Masten and Poirier (2026) <doi:10.1257/aer.20230242>. Provides bounds on regression coefficients under relaxations of the no-omitted-variables assumption indexed by interpretable sensitivity parameters, the breakdown point of a hypothesis about the long-regression coefficient, and plotting helpers.

Cites work

• Assessing Omitted Variable Bias when the Controls are Endogenous
• The Effect of Omitted Variables on the Sign of Regression Coefficients
• Unobservable Selection and Coefficient Stability: Theory and Evidence

This page was built for software: regsensitivity