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From |
Roberto Mura <robertomura2@robertomura.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: psmatch2 with the if condition |

Date |
Mon, 22 Mar 2010 13:13:35 +0000 |

Nick,

use "C:\AAA.dta", clear catenate condition1 = country sic2 gen quotedcondition1=1 if quotedcompany==1 replace quotedcondition1=0 if quotedcompany==0 & diversification_orig==1 gen quotednumerator=. gen quoteddenomenator=. gen privatenumerator=. gen privatedenominator=. egen g=group(condition1) bysort condition1: gen Ncondition1=_N psmatch2 quotedcondition1 if g==1, pscore(size) noreplacement

Matching within strata

g att = . egen g = group(groupvars) levels g, local(gr) qui foreach j of local gr { psmatch2 treatvar varlist if g==`j', out(outvar) replace att = r(att) if g==`j' } sum att Kind regards R At 11:22 22/03/2010, you wrote:

You refer to various user-written programs here. Remember that you are asked to explain where user-written programs mentioned in a post come from. -catenate- is from SSC. It has long since morphed into, and been superseded by, the official -egen- function -concat()-. However, its use here is not problematic. More importantly, -psmatch2- is a very often used command from SSC. I haven't used it, but my guess is very much that you are misunderstanding something rather than that you have discovered a bug. Note that Stata is not doing anything independently of the commands you issue, contrary to some of your wording here. I haven't tried to understand your detailed logic, but what seems much more likely than a problem with -psmatch2- is that you are misunderstanding what your -while- loops are doing. You have two loops local j=1 while `j' <= g { ... local i=1 while `i' < Ncondition1 { ... } } Both involve looping until a value stored in a variable is reached, -g- in the outer loop and -Ncondition1- in the inner loop. With this kind of programming what Stata does is look at the value of the named variable _in the first observation_. This is documented at FAQ . . . . . . . . . . . . . . . . . . . . . if command vs. if qualifier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . J. Wernow 6/00 I have an if command in my program that only seems to evaluate the first observation, what's going on? http://www.stata.com/support/faqs/lang/ifqualifier.html So, it's as if you had programmed local j=1 while `j' <= g[1] { ... local i=1 while `i' < Ncondition1[1] { ... } } It's evident that is definitely not what you want and leading to your loop terminating before the work you want is done and that you are unjustly putting the blame on -psmatch2-. It may be that your loop just goes round once and does not get beyond -g[1]- which is 1. Nick n.j.cox@durham.ac.uk Dr. Roberto Mura, Ph.D. [edited] I have a cross section of companies, some listed some private. I am trying to find a matching private (undiversified) firm for each listed one, on the basis of company size. Also, since my dataset is cross country, I am trying to control for country and SIC code as well. To this end, I have created a condition, called -condition1-, to divide the sample into a set of clusters: catenate condition1 = country sic2 Now, once a match is found, I need Stata to report some accounting data for the matched private firm on the same row as the listed firm. I have tried to create a "self-fulfilling" nested loop so that I don't need to specify beforehand the total number of clusters (-condition1-) and also because the total number of firms changes with different clusters (-Ncondition1- below). The problem that I am facing is that -psmatch2- does not seem to understand the -if- condition. I have uploaded the dataset (for version 11 and for version 9 of Stata) and the do file in my website under www.robertomura.com/psmatch2/ if you want to take a look. Here is what I do: use "D:\AAA.dta", clear catenate condition1 = country sic2 gen quotedcondition1=1 if quotedcompany==1 replace quotedcondition1=0 if quotedcompany==0 & diversification_orig==1 gen quotednumerator=. gen quoteddenomenator=. gen privatenumerator=. gen privatedenominator=. egen g=group(condition1) bysort condition1: gen Ncondition1=_N local j=1 while `j' <=g { psmatch2 quotedcondition1 if g==`j', pscore(size) noreplacement replace quotednumerator=fnetincome if _nn==1 replace quoteddenomenator=shareholdersfundsnew if _nn==1 replace privatenumerator=fnetincome if _n1==_id replace privatedenominator=shareholdersfundsnew if _n1==_id local i=1 while `i' <Ncondition1 { replace privatenumerator=fnetincome[_n+`i'] if _n1==_id[_n+`i'] replace privatedenominator=shareholdersfundsnew[_n+`i'] if _n1==_id[_n+`i'] replace privatenumerator=fnetincome[_n-`i'] if _n1==_id[_n-`i'] replace privatedenominator=shareholdersfundsnew[_n-`i'] if _n1==_id[_n-`i'] local i = `i' + 1 } local j = `j' + 1 } The problem seems to lie in psmatch2 quotedcondition1 if g==`j', pscore(size) noreplacement What seems to be happening is that the matching is done only for the first 3 firms of the first cluster and then Stata is mis-assigning the _id since the numbers do not follow the clustering but rather, Stata is applying the -psmatch2- considering the sample as a whole. If, for instance, I change the if condition into: psmatch2 quotedcondition1 if g==1, pscore(size) noreplacement then Stata is not matching inside the cluster (condition1) but again it is treating the sample as a whole. In other words the "if" condition does not appear to be used at all by Stata. I have tried both version of psmatch2. The one available through SSC (version 3.1.5 2may2009) and the more recent one available from http://leuven.economists.nl/stata (4.0.1) I have Stata/MP 11.0 for Windows (64-bit x86-64) running on XP Pro 64. I also tried with the older version I had, Stata/SE 9.2 for Windows 64-bit x86-64and things don't change. * * 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/

**Follow-Ups**:**RE: st: RE: psmatch2 with the if condition***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**st: psmatch2 with the if condition***From:*"Dr. Roberto Mura" <robertomura2@robertomura.com>

**st: RE: psmatch2 with the if condition***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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