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regsensitivity - Regression Sensitivity Analysis for Omitted Variable Bias
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.
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breakdown-pointcausal-inferenceeconometricsomitted-variable-biaspartial-identificationregressionsensitivity-analysisstatistics
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