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推荐module to perform robustness check of alternative specifications
即"CHECKROB"
感觉还不错用。
作者说明如下:
checkrob estimates a set of regressions where the dependent
variable is regressed (with whatever method is specified in
estimation command) on core variables - which are included in
all regressions - and all possible combinations of other
(non-core) variables. For each regression the coefficients,
their standard errors and optional estimation return variables
(ereturn list) are recorded in a comma separated format which can
be accessed after the execution of checkrob. It is a useful tool
if you want to check the robustness of including/excluding one
or more controls in your preferred specification. The command is
similar (though simpler) to the command rcheck by Kenneth L.
Simons but can handle some multiple equation estimation commands
(i.e. heckman). checkrob was used to produce the robustness
results in Barslund et al. (2007).
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