技能 编程开发 计量经济学稳健性分析结构指南

计量经济学稳健性分析结构指南

v20260724
wber-robustness
本指南提供了一个严谨的计量经济学论文稳健性分析框架,尤其适用于使用发展中国家数据的研究。它指导作者将稳健性检查从简单的附录列表,重构为围绕潜在识别威胁和数据质量风险(如测量误差、样本覆盖不足)组织的逻辑体系,确保研究结论的可靠性。
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概览

Robustness Strategy (wber-robustness)

When to trigger

  • The headline result moves under reasonable alternative specifications
  • A referee could question measurement quality (survey error, recall, attrition, undercoverage)
  • Inference is shaky: few clusters, spatial correlation, multiple outcomes
  • The robustness appendix is a long mechanical list with no logic
  • You need to know which checks are load-bearing before submission

The WBER robustness philosophy

WBER referees are sophisticated about both econometric threats and the realities of developing-country data — surveys with recall and measurement error, administrative records with coverage gaps, sampling frames that miss the informal sector, attrition in panels. So robustness here has two axes: the standard identification-threat axis (does the estimate survive plausible violations of the design's key assumption?) and a data-quality axis (does the result survive how the data were actually constructed and measured?). Organize the section by threat, not by a checklist; each check should answer "if a skeptic believed X, would my conclusion change?"

Organize by threat, not by appendix

Threat the referee has in mind The check that answers it
"Your design assumption is violated" Design-specific sensitivity: honest-DiD bounds (parallel trends), bandwidth/donut (RD), Anderson–Rubin (weak IV), Oster δ / coefficient stability (selection on unobservables)
"It's driven by a few units/regions/years" Leave-one-out (drop each cluster/region/wave); influential-observation checks
"Your key variable is mismeasured" Alternative survey waves/sources; reconcile admin vs. survey; bound classical and non-classical measurement error
"The sample is selected / undercovers" Reweight to a known population; bound for non-coverage of the informal/rural sector; differential-attrition bounds
"Inference is too optimistic" Wild-cluster bootstrap (few clusters); spatial-HAC (Conley) for geographic correlation; multiple-hypothesis adjustment (Romano–Wolf / sharpened q-values)
"Results are p-hacked across specs" Specification curve / multiverse showing the headline is modal, not cherry-picked

Data-quality robustness (the development-specific layer)

  • Measurement: consumption, income, and yields in LDC surveys are noisy and often non-classically mismeasured (e.g., underreporting). Show the result survives alternative recall windows, deflators, or an independent data source.
  • Coverage and frame: if the sampling frame misses the informal sector or remote areas, bound how much that could move the estimate.
  • Currency/price comparability: when pooling across countries or years, show robustness to PPP conversion, deflator choice, and exchange-rate regime.
  • Seasonality: agricultural and labor outcomes are seasonal; show timing of measurement does not drive the result.

Sequencing the robustness section

Order matters for how a WBER referee reads the section:

  1. Lead with the design-violation sensitivity — the check that addresses the headline identifying assumption (honest-DiD, RD bandwidth, Oster δ). This is what the identification referee turns to first.
  2. Then the data-quality checks — measurement, coverage, currency — the development-specific layer the policy referee scrutinizes.
  3. Then influence and inference — leave-one-out, wild bootstrap, spatial-HAC, multiple testing.
  4. Close with the specification curve — a single figure that says "the headline is modal, not cherry-picked."

State in the main text which one or two checks are load-bearing; relegate the mechanical remainder to the appendix (which still counts against the 40-page cap).

Execution bridge (StatsPAI / Stata MCP)

Run the battery, don't just enumerate it. Full map: execution-with-mcp. WBER is development economics — RCTs and observational designs in low/middle-income settings; randomization inference + DiD/IV, magnitude in policy units.

  • 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

  • Section is organized by identifying threat, each with a one-line "if skeptic believes X" rationale
  • Design-specific sensitivity reported (honest-DiD / RD bandwidth / weak-IV-robust / Oster)
  • Leave-one-out across the dimension a referee would suspect (region/cohort/wave)
  • Key variable's measurement stress-tested against an alternative source or definition
  • Inference hardened for few clusters and spatial correlation; multiple testing adjusted
  • A specification curve shows the headline is modal, not hand-picked
  • Cross-country/year comparisons robust to PPP/deflator/seasonality
  • The main text states which one or two checks are load-bearing

Anti-patterns

  • A 30-row robustness appendix with no statement of which threat each row addresses
  • Reporting only specifications that strengthen the result (no specification curve)
  • Ignoring few-cluster / spatial inference and over-reporting precision
  • Treating LDC survey data as if it were clean administrative data (no measurement-error check)
  • Pooling countries without checking PPP/deflator sensitivity
  • Burying a result-killing check in the appendix instead of confronting it in the text

Worked vignette (illustrative)

A poverty-targeting paper finds a transfer raises consumption by 11%. A referee suspects the result is an artifact of consumption being measured with a 7-day recall in treated rounds and a 30-day recall in control rounds. Rather than add a generic robustness row, the authors re-estimate within rounds that share a recall window, show the effect holds (10%, illustrative), and bound the recall-induced bias. They then run leave-one-region-out (effect stable except in one district they flag), wild-cluster bootstrap for the 14 clusters, and a specification curve showing the 11% is modal across deflator and outlier-trim choices. Each check is tied to a named skeptic.

Distinguishing robustness from a sensitivity analysis

WBER referees separate two things the appendix often conflates:

  • Robustness asks "is my point estimate stable across reasonable choices?" — alternative specs, samples, definitions. The answer should be "yes, the headline is modal."
  • Sensitivity asks "how far can the identifying assumption fail before my conclusion flips?" — honest-DiD breakdown, Oster's δ, weak-IV-robust sets. The answer is a quantified bound on how much violation the result survives.

Both belong in a WBER paper, but they answer different referee worries; label them as such. A long list of point-estimate-stable specifications does not address an identification-violation worry, and a single sensitivity bound does not show the result is not specification-mined.

Output format

【Headline result】point estimate + inference
【Threats addressed】design-violation / few-units / measurement / coverage / inference / p-hacking
【Design sensitivity】honest-DiD / RD bandwidth / weak-IV / Oster δ
【Data-quality checks】recall/source/coverage/PPP/seasonality results
【Inference hardening】wild bootstrap / Conley / multiple-testing
【Load-bearing checks】the 1–2 that matter most
【Next step】wber-tables-figures
信息
Category 编程开发
Name wber-robustness
版本 v20260724
大小 8.21KB
更新时间 2026-07-29
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