konfound: Command to quantify robustness of causal inferences

Abstract

Statistical methods that quantify the discourse about causal inferences in terms of possible sources of biases are becoming increasingly important to many social-science fields such as public policy, sociology, and education. These methods are also known as “robustness or sensitivity analyses”. A series of recent works (Frank [2000, Sociological Methods and Research 29: 147–194]; Pan and Frank [2003, Journal of Educational and Behavioral Statistics 28: 315– 337]; Frank and Min [2007, Sociological Methodology 37: 349–392]; and Frank et al. [2013, Educational Evaluation and Policy Analysis 35: 437–460]) on robustness analysis extends earlier methods. We implement these recent developments in Stata. In particular, we provide commands to quantify the percent bias necessary to invalidate an inference from a Rubin causal model framework and the robustness of causal inferences in terms of correlations associated with unobserved variables.