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Re: st: Propensity Score Estimation

From   Austin Nichols <>
Subject   Re: st: Propensity Score Estimation
Date   Thu, 23 Apr 2009 11:03:36 -0400

Nicole Danna <>:
If your outcome is y, your "treatment" is x and other RHS variables
all start with v, then you can calculate a propensity score with
logit x v*
predict p

Then you want to make sure that p does not have positive density near
zero or one, e.g.

ssc inst kdens
sysuse nlsw88, clear
logit collgrad south smsa c_city married never_married
predict p
kdens p, ul(1) ll(0)
*(density should be zero for two intervals that include 0 and 1)
*and compare overlap:
loc w=r(width)
kdens p if collgrad==1, ul(1) ll(0) bw(`w') g(d1 x) nogr
kdens p if collgrad==0, ul(1) ll(0) bw(`w') g(d0) at(x) nogr
line d0 d1 x, name(comp, replace)

Then you can match or reweight to estimate the effect of x on y,
assuming v* are exogenous and selection on x depends only on v*;
see also papers at

On Thu, Apr 23, 2009 at 1:08 AM, Nicole Danna <> wrote:
> Hello.
> I'm writing a undergraduate economic honors thesis and need help calculating
> propensity scores with Stata. I'm looking for step by step instructions on
> how to calculate a P score.
> Thank you!
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