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Re: st: Propensity Score Matching


From   jean ries <ries@ires.ucl.ac.be>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Propensity Score Matching
Date   Mon, 18 Oct 2004 18:42:15 +0200

Monica Ospina wrote:

Hi eveyone, I am doing a propensity score matching by "psmatch". After matching
I am doing a weighted Ordered-Probit Adjusted Estimator of ATT, but I
have noticed that the standard errors increase slightly. I would like to
know if it is possible to get the variance-covariance matrix after do
the matching. I really don't know if I have to correct my dataset (or
the standard errors) in some sense after matching and before to use it
for other regressions. What do you think??

Monica,

1. Note that there is a module written by Edwin Leuven and Barbara Sianesi that supersedes -psmatch- : it is called -psmatch2- . You can get it by typing -ssc install psmatch2- .

2. If I correctly understand your posting, you are doing a kind of "regression adjusted matching". In this case your standard errors need to be corrected. Abadie and Imbens (2004) discuss such an estimator, and how to get the correct standard errors. However, they are using linear regression where you are using ordered probit. Abadie et al. (2004) discuss the implementation of these estimators in Stata. They have written a command called -nnmatch- that implements these estimators. Typing -findit nnmatch- in Stata will take you to it.

A. Abadie and G. Imbens, 2004, Simple and Bias-Corrected Matching Estimators for Average Treatment Effects, mimeo, http://elsa.berkeley.edu/~imbens/wp.shtml

A. Abadie, D. Drukker, J. L. Herr, and G. Imbens, 2004, Implementing matching estimators for average treatment effects in Stata, Stata Journal, 4(3), 290-311.


Hope this helps,

jean

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