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st: RE: Multinomial Propensity Score


From   "Millimet, Daniel" <millimet@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Multinomial Propensity Score
Date   Sun, 20 Aug 2006 17:30:49 -0500

See the paper:

Lechner, M. (2000), "Programme Heterogeneity and Propensity Score
Matching: An Application to the Evaluation of Active Labour Market
Policies," Review of Economics and Statistics, 84, 205-20

for an example.  I think you could estimate the appropriate propensity
score for each pairwise comparison using a MNP or MNL, and then input
that p-score variable directly into the psmatch2 command to do what you
want.  Alternatively, Lechner compares the results to a model estimating
individual pairwise probits to generate the p-scores, and if I recall,
the results were not overly sensitive.  If that's the case, using
psmatch2 for each pairwise comparison may be sufficient.

Dann

****************************************************
Daniel L. Millimet
Associate Professor & Director of Undergraduate Studies
Department of Economics
Box 0496
SMU
Dallas, TX USA
phone: 214.768.3269
fax: 214.768.1821
web: http://faculty.smu.edu/millimet
****************************************************

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of asilvam@uc.cl
Sent: Sunday, August 20, 2006 5:08 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Multinomial Propensity Score

I want to compute Propensity Score using multinomial logit/probit
approach. I
need to compare multiple groups.  I contact Stata support people and
they told
me that Stata cannot handle it.  I tried some ado-files (pscore,
psmatch2 and
sensatt) and I bought the Stata Journal (2002, V2, N4), but it is
presented
just the binomial approach (for a control and single treatment).  I will
appreciate if someone can give me some advice about it.
Thanks,
asilva


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