Skills Data Science Robustness Suite for Economic Research

Robustness Suite for Economic Research

v20260724
restat-robustness
A comprehensive framework designed for rigorous academic research, ensuring that primary findings remain stable across various methodological choices. It systematically tests the robustness of estimates against potential weaknesses in specification, sample selection, measurement, identification, and inference. This suite defends the headline result against skeptical scrutiny, which is crucial for publication in top-tier economics journals.
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Overview

Robustness Suite (restat-robustness)

When to trigger

  • The main estimate exists but its stability under reasonable alternatives is untested
  • A referee could ask "does this survive [specification / sample / inference] choice?"
  • Inference rests on conventional SEs without checking clustering / few-cluster / multiple-testing
  • The result might be an artifact of how a variable was measured

The REStat robustness bar

REStat referees ask whether the headline number is a fact about the world or an artifact of choices. The persuasive paper shows the estimate is stable across the specifications a skeptic would try, and is honest where it is fragile. Because REStat weights measurement, robustness here includes a dimension siblings sometimes skip: robustness to measurement choices (alternative measures, error corrections, construct definitions). Robustness is not a kitchen sink — it is a targeted defense of the specific threats this design invites (route the threat menu via restat-referee-strategy).

The five robustness dimensions

Dimension What to vary Pass condition
Specification Controls, fixed effects, functional form, sample restrictions Headline stable in sign and rough magnitude
Sample Subperiods, leave-one-group-out, trimming outliers, alt. universe No single group/period drives the result
Measurement Alternative measures of outcome/regressor, error corrections, construct defs Conclusion not an artifact of one measure
Identification Alternative estimators (het-robust DID, alt bandwidth/IV), placebo/falsification Design-appropriate estimators agree; placebos null
Inference Clustering level, wild-cluster bootstrap (few clusters), randomization inference, multiple-testing correction SEs valid under the data's dependence; key results survive MHT

Building the suite

  1. Start from the threats, not the menu. List the 4–6 objections this exact design invites; each gets a robustness exhibit. (restat-referee-strategy)
  2. One headline, many checks. Keep a single main estimate; show alternatives orbit it in a robustness table or a coefficient-stability plot.
  3. Report, don't bury, fragility. If an estimate weakens under a defensible alternative, say so and bound it — referees trust honest authors.
  4. Specification curve where appropriate. For results sensitive to many small choices, a specification curve shows the full distribution rather than cherry-picked rows.
  5. Inference last and seriously. Cluster at the assignment level; with few clusters use wild-cluster bootstrap; adjust for multiple outcomes (Romano–Wolf / sharpened q-values).

Execution bridge (StatsPAI / Stata MCP)

Run the battery, don't just enumerate it. Full map: execution-with-mcp. REStat is applied econometrics/empirical micro — the home of careful identification; DiD/IV/RDD with weak-IV-robust CIs.

  • Many outcomes / specifications: romano_wolf (step-down FWER) or benjamini_hochberg.
  • OVB sensitivity: oster_delta / sensemakr.
  • Inference: wild_cluster_bootstrap (few clusters), twoway_cluster / conley.
  • Re-fit off one handle: audit_result(result_id) lists missing checks + the exact suggest_function for each.
  • Exhibits: etable / did_summary_to_latex from the handle — no retyped numbers.

Decisive checks in the body, exhaustive battery in the appendix. JF execution walkthrough.

Checklist

  • Headline estimate stable across the controls/FE/functional-form a skeptic would try
  • Sample robustness: leave-one-out / subperiod / trimming shown; no single group drives it
  • Measurement robustness: alternative measure(s) and/or error correction reported
  • Alternative design-appropriate estimators agree; placebo/falsification tests null
  • Inference: clustering justified; few-cluster fix applied; multiple-testing handled
  • Fragility, where it exists, is reported and bounded — not hidden
  • Robustness exhibits map to the specific threats this design invites

Anti-patterns

  • A robustness "kitchen sink" unconnected to the design's actual threats
  • Reporting only the specifications that work; omitting the obvious skeptical one
  • Conventional SEs with a handful of clusters (mechanical over-rejection)
  • Many outcomes, no multiple-testing correction (referees will recompute)
  • Ignoring measurement-robustness — a REStat-specific gap referees catch
  • A specification curve presented as decoration without reading off what it implies

Worked vignette: the measurement-robustness check a referee demanded (illustrative)

A health paper estimates the effect of a clinic-opening on infant mortality, using a registry-based mortality rate. The headline is robust to controls, sample, and clustering — but a REStat referee notes the registry under-counts deaths in remote areas, and under-counting is correlated with clinic access (where clinics opened, reporting also improved). This is non-classical measurement error that could create the result. The robustness answer is not another control set: it is an alternative outcome (survey-based mortality from an independent source) plus a bounding exercise under plausible mis-reporting rates. The effect survives the survey measure and the bounds exclude zero — a measurement-robustness defense siblings often skip but REStat expects. This is the dimension that most often separates a REStat accept from a revise.

Output format

【Headline estimate】[point + SE], identified by [design]
【Specification】stable across: [controls/FE/form] → [Y/N + range]
【Sample】leave-one-out / subperiod / trimming → [Y/N]
【Measurement】alt measure / error correction → [result]
【Identification】alt estimators agree? placebos null? [Y/N]
【Inference】clustering: [level]; few-cluster: [wild bootstrap?]; MHT: [method]
【Honest fragility】[where it weakens + bound] — or "robust throughout"
【Next step】restat-tables-figures
Info
Category Data Science
Name restat-robustness
Version v20260724
Size 6.45KB
Updated At 2026-07-29
Language