{"id":24730,"date":"2026-08-11T09:48:55","date_gmt":"2026-08-11T12:48:55","guid":{"rendered":"https:\/\/economicas.uba.ar\/iiep\/?post_type=tribe_events&#038;p=24730"},"modified":"2026-08-11T09:50:08","modified_gmt":"2026-08-11T12:50:08","slug":"samregc-sensitivity-analysis-of-main-regression-coefficients","status":"publish","type":"tribe_events","link":"https:\/\/economicas.uba.ar\/iiep\/eventos\/samregc-sensitivity-analysis-of-main-regression-coefficients\/","title":{"rendered":"Seminario de investigaci\u00f3n del IIEP | Samregc: Sensitivity Analysis of Main Regression Coefficients"},"content":{"rendered":"<p>Seminario de investigaci\u00f3n del IIEP<br \/>\nExpositor <strong>Pablo Gluzmann<\/strong> | CEDLAS-IIE-FCE-UNLP y CONICET<\/p>\n<p>&nbsp;<\/p>\n<p><strong>Resumen<\/strong><\/p>\n<p>Presentamos samregc, un nuevo comando de Stata que eval\u00faa c\u00f3mo responden los coeficientes de las variables de inter\u00e9s (y su significatividad estad\u00edstica) ante conjuntos alternativos de variables de control, es decir, la dimensi\u00f3n de variables de control del multiverso de especificaciones. Basado en la tradici\u00f3n de las regresiones de todos los subconjuntos (all-subsets regression), el comando estima una regresi\u00f3n para cada combinaci\u00f3n de un conjunto de controles candidatos (ya sea considerando todos los subconjuntos posibles o aquellos restringidos por el usuario) y resume la distribuci\u00f3n resultante de los coeficientes de las variables de inter\u00e9s y de sus pruebas de significatividad. El comando es pr\u00e1cticamente agn\u00f3stico respecto del estimador, ya que admite cualquier comando de ecuaci\u00f3n \u00fanica que siga la sintaxis est\u00e1ndar cmd depvar indepvars, incluidos estimadores lineales, de datos de panel, para variables dependientes binarias y estimadores en dos etapas, como ivregress y heckman. Sus opciones para gestionar el espacio combinatorio (controles incluidos en todas las especificaciones, restricciones sobre el tama\u00f1o de los subconjuntos y combinaciones basadas en grupos) permiten mantener tratables los problemas de alta dimensionalidad, mientras que una implementaci\u00f3n optimizada proporciona reducciones sustanciales en los tiempos de ejecuci\u00f3n respecto de paquetes comparables como checkrob, eba y multivrs. Adicionalmente, se incorpora una descomposici\u00f3n novedosa que permite separar los efectos de muestra (originados por la presencia heterog\u00e9nea de valores faltantes entre covariables) de los efectos de variable omitida y multicolinealidad inducidos por la incorporaci\u00f3n de controles.<\/p>\n<p>Sobre el expositor<\/p>\n<p>Pablo Gluzmann es Licenciado, Mag\u00edster y Doctor en Econom\u00eda por la Universidad Nacional de La Plata (UNLP). Es investigador del Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS) y del Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas (CONICET), y dicta clases de Estructura Social Argentina en la Facultad de Ciencias Econ\u00f3micas de la UNLP.<br \/>\nSu trabajo se desarrolla principalmente en el campo de la econom\u00eda aplicada, con contribuciones en temas de desigualdad, pobreza, mercados laborales, m\u00e9todos y algoritmos computacionales, macroeconom\u00eda, deuda p\u00fablica y finanzas internacionales.<\/p>\n<p>Sus investigaciones han sido publicadas en revistas cient\u00edficas nacionales e internacionales, entre ellas Desarrollo Econ\u00f3mico, Econ\u00f3mica, Ensayos Econ\u00f3micos, Economics Letters, El Trimestre Econ\u00f3mico, Journal of Development Economics, Journal of Income Distribution, Journal of International Financial Markets, Institutions and Money, Journal for Labour Market Research, Journal of the Center for Puerto Rican Studies, Latin American Economic Review, Review of Development Economics, Revista Brasileira de Estudos de Popula\u00e7\u00e3o, The Stata Journal y World Development. Tambi\u00e9n ha publicado cap\u00edtulos de libros y documentos de trabajo en series de CAF, CEDLAS, IZA, PNUD y el Banco Mundial.<\/p>\n<p>Lugar | FCE-UBA | Aula Olivera<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Seminario de investigaci\u00f3n del IIEP Expositor Pablo Gluzmann | CEDLAS-IIE-FCE-UNLP y CONICET &nbsp; Resumen Presentamos samregc, un nuevo comando de Stata que eval\u00faa c\u00f3mo responden los coeficientes de las variables<\/p>\n","protected":false},"author":9,"featured_media":0,"template":"","meta":{"_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[224,74],"class_list":["post-24730","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-destacada","tribe_events_cat-seminario-iiep","cat_destacada","cat_seminario-iiep"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v28.4 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Seminario de investigaci\u00f3n del IIEP | Samregc: Sensitivity Analysis of Main Regression Coefficients - IIEP UBA-CONICET<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/economicas.uba.ar\/iiep\/eventos\/samregc-sensitivity-analysis-of-main-regression-coefficients\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Seminario de investigaci\u00f3n del IIEP | Samregc: Sensitivity Analysis of Main Regression Coefficients - IIEP UBA-CONICET\" \/>\n<meta property=\"og:description\" content=\"Seminario de investigaci\u00f3n del IIEP Expositor Pablo Gluzmann | CEDLAS-IIE-FCE-UNLP y CONICET &nbsp; 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