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st: Strange matching results (from nnmatch.ado)!


From   "Mao Fan" <maoyongfan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Strange matching results (from nnmatch.ado)!
Date   Wed, 3 Oct 2007 15:00:56 -0700

Dear Stata users,

    I am using nnmatch to estimate the treatment effect.  I found very
strange matching results: the estimates using one neighbor are
identical to the matching estimates using 4 neighbors.  Please check
the following stata output.  However, that can not be right.  Does
anyone know why?  Or is this a program bug?

    By the way, there is no such problem when I do not use sampling weights.

Thanks,

David



. nnmatch mdBMI fs LBMI black hispanic [w=pw], tc(att) m(4) bias(bias)
robust(4)
(sampling weights assumed)
530 observations dropped due to treatment variable missing

Matching estimator:  Average Treatment Effect for the Treated

Weighting matrix  : inverse variance        Number of obs          =
    469
Weight variable: pw                         Number of matches  (m) =
      4
                                            Number of matches,
                                              robust std. err. (h) =
      4

------------------------------------------------------------------------------
       mdBMI |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
        SATT |  -.0273805   .0229841    -1.19   0.234    -.0724285
.0176676
------------------------------------------------------------------------------
Matching variables:  LBMI black hispanic
Bias-adj variables:  LBMI black hispanic

. nnmatch mdBMI fs LBMI black hispanic [w=pw], tc(att) bias(bias)
robust(4)
(sampling weights assumed)
530 observations dropped due to treatment variable missing

Matching estimator:  Average Treatment Effect for the Treated

Weighting matrix  : inverse variance        Number of obs          =
    469
Weight variable: pw                         Number of matches  (m) =
      1
                                            Number of matches,
                                              robust std. err. (h) =
      4

------------------------------------------------------------------------------
       mdBMI |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
        SATT |  -.0273805   .0229841    -1.19   0.234    -.0724285
.0176676
------------------------------------------------------------------------------
Matching variables:  LBMI black hispanic
Bias-adj variables:  LBMI black hispanic

. nnmatch mdBMI fs LBMI black hispanic [pweight=pw], tc(ate) m(4)
bias(bias) robust(4)
530 observations dropped due to treatment variable missing

Matching estimator:  Average Treatment Effect ate

Weighting matrix  : inverse variance        Number of obs          =
    469
Weight variable: pw                         Number of matches  (m) =
      4
                                            Number of matches,
                                              robust std. err. (h) =
      4

------------------------------------------------------------------------------
       mdBMI |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
        SATE |  -.0467686   .0160686    -2.91   0.004    -.0782626
-.0152747
------------------------------------------------------------------------------
Matching variables:  LBMI black hispanic
Bias-adj variables:  LBMI black hispanic

. nnmatch mdBMI fs LBMI black hispanic [pweight=pw], tc(ate)
bias(bias) robust(4)
530 observations dropped due to treatment variable missing

Matching estimator:  Average Treatment Effect ate

Weighting matrix  : inverse variance        Number of obs          =
    469
Weight variable: pw                         Number of matches  (m) =
      1
                                            Number of matches,
                                              robust std. err. (h) =
      4

------------------------------------------------------------------------------
       mdBMI |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
        SATE |  -.0467686   .0160686    -2.91   0.004    -.0782626
-.0152747
------------------------------------------------------------------------------
Matching variables:  LBMI black hispanic
Bias-adj variables:  LBMI black hispanic


. nnmatch mdBMI fs LBMI black hispanic [pweight=pw], tc(atc) m(4)
bias(bias) robust(4)
530 observations dropped due to treatment variable missing

Matching estimator:  Average Treatment Effect for the Controls

Weighting matrix  : inverse variance        Number of obs          =
    469
Weight variable: pw                         Number of matches  (m) =
      4
                                            Number of matches,
                                              robust std. err. (h) =
      4

------------------------------------------------------------------------------
       mdBMI |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
        SATC |  -.0476791   .0162158    -2.94   0.003    -.0794614
-.0158967
------------------------------------------------------------------------------
Matching variables:  LBMI black hispanic
Bias-adj variables:  LBMI black hispanic

. nnmatch mdBMI fs LBMI black hispanic [pweight=pw], tc(atc)
bias(bias) robust(4)
530 observations dropped due to treatment variable missing

Matching estimator:  Average Treatment Effect for the Controls

Weighting matrix  : inverse variance        Number of obs          =
    469
Weight variable: pw                         Number of matches  (m) =
      1
                                            Number of matches,
                                              robust std. err. (h) =
      4

------------------------------------------------------------------------------
       mdBMI |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
        SATC |  -.0476791   .0162158    -2.94   0.003    -.0794614
-.0158967
------------------------------------------------------------------------------
Matching variables:  LBMI black hispanic
Bias-adj variables:  LBMI black hispanic
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