Implements a leave-one-out robustness check for the Panel Data Approach for program evaluation as developed in Hsiao, Steve Ching and Ki Wan (2012). Robustness must be run after pampe and will automatically and iteratively remove each one of the controls resulted in pampe to check whether the results obtained in pampe are robust or are driven by a single control
The object resulting from previously running the pampe function.
Check the references in
pampe for more information on the placebo studies. The leaps package by Lumley is required for pampe to run properly.