Saturday, July 4, 2020

Stata Tip: How to Make a Specification Curve

We know. You have run many regressions and you want to show us how robust your results are. Or maybe you want to show us which control variables make a difference and which ones. Or maybe you want to show us what happens to your coefficients when you use many, many different samples. Sure you can include a gazillion different tables of regressions results, but you can also just show us one picture that tells us everything we need to know. What is that picture? A specification curve! You can see an example below and you can easily make one with the Stata command, speccurve
Demo
Thank you, Hans, for sharing this! 

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