Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Time series and psmatch2


From   Joshua Hawley <jhawley@ehe.osu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Time series and psmatch2
Date   Tue, 08 Dec 2009 21:23:50 -0500

Thanks for the response.

I've done that before, as is mentioned in Becker and Ichino. It works fine.

However, isn't this simply creating issues because of the repeated measures
over time? 

I guess I was looking for a time series version of the psmatch2. I'm
wondering if there is one in R? I'm not sure of the mathematical problems
that the repeated cross sectional strategy presents, but I don't like it
from a conceptual basis. If you want to model functions over time, it makes
no sense to assume that the selection of the proper "control group" comes
from repeated cross sectional measures.

I wonder if you could do an approximation of a propensity score in HLM, with
the times nested in individuals?

Anyone done anything about this in the past? Why don't we have better
support for propensity scores in Stata?

Josh


On 12/8/09 9:00 PM, "Austin Nichols" <austinnichols@gmail.com> wrote:

> One way is to -reshape- to wide format and use e.g. earnings1974,
> earnings1975, etc.
> 
> On Tue, Dec 8, 2009 at 2:06 PM, Joshua Hawley <jhawley@ehe.osu.edu> wrote:
>> Been wondering about this for some time. With datasets that are set up as
>> time series, how would you implement a propensity score analysis to use the
>> time varying information. One example is a variable representing ³wages² or
>> ³earnings² that would have multiple times per individual. I can¹t think of a
>> way to do this with psmatch2.
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index