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st: Matching Estimator


From   Erasmo Giambona <e.giambona@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Matching Estimator
Date   Thu, 10 Dec 2009 15:50:32 +0100

Dear All,

I am trying to use the Abadie/Imbens (2002) estimator that one can
obtain with "nnmatch". Can somebody provide some intuition on the
difference between Average Treatment Effect (ATE) and Average
Treatment Effect on the Threated? In prticular, what does it mean that
in the case of the ATE "all observations are matched to their nearest
m neighbors of the opposite treatment group" (from help nnmatch)? Why
would one want to match the firms in the control group?

Any suggestions/thoughts on the issue would be appreciated.

Erasmo


References

Abadie, A. and G. Imbens. 2002. Simple and Bias-Corrected Matching
Estimators. Tech. rep., Department of Economics, UC Berkeley.
http://emlab.berkeley.edu/users/imbens/.
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