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Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
Date   Thu, 1 Jul 2010 17:39:45 -0400

Quite right, Richard.  I should really read the command documentation!
The  difference you note does not appear to be a difference of
consequence, because  the CI's for ATT from -psmatch2- and
from-rbounds- overlap substantially and are very wide.

Steve




On Thu, Jul 1, 2010 at 4:52 PM, Richard Palmer-Jones
<rpjstatalist@googlemail.com> wrote:
> Thanks, Steve
>
> But, unfortunately this is not the problem. he ATT is calculated for
> the treatment observations - 185, and these are used in the rbounds
> estimate of the Hodges-Lehman point estimates.
>
> Any other ideas?
>
> Richard
> .
>
>
>
>
> On Thu, Jul 1, 2010 at 5:45 PM, Steve Samuels <sjsamuels@gmail.com> wrote:
>> The N's are different.  -psmatch2- has n= 2675.  -bounds reports  185
>> matched pairs.
>> Your "diff" variable was set to missing for 2490 observations.
>>
>> Steve
>>
>> On Thu, Jul 1, 2010 at 12:06 PM, Richard Palmer-Jones
>> <rpjstatalist@googlemail.com> wrote:
>>> Dear Readers
>>>
>>> When  I run rbounds after psmatch2 I find that the Hodges-Lehman
>>> minimum and maximum point estimates of impact are (generally)
>>> substantially different to the estimated ATT when the Gamma =1. Could
>>> someone explain this?
>>>
>>> . use lalonde.dta
>>>
>>>
>>>
>>> . psmatch2 t age age2 educ educ2 black hisp marr re74 u74 re74 re75 ,
>>> outcome(re78)
>>> note: re74 dropped because of collinearity
>>>
>>> Probit regression                                 Number of obs   =       2675
>>>                                                  LR chi2(10)     =     882.99
>>>                                                  Prob > chi2     =     0.0000
>>> Log likelihood =  -231.1534                       Pseudo R2       =     0.6564
>>>
>>> ------------------------------------------------------------------------------
>>>           t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
>>> -------------+----------------------------------------------------------------
>>>         age |    .165835   .0597947     2.77   0.006     .0486395    .2830305
>>>        age2 |  -.0031243   .0009159    -3.41   0.001    -.0049195    -.001329
>>>        educ |   .4034187   .1637615     2.46   0.014      .082452    .7243854
>>>       educ2 |  -.0233423   .0081187    -2.88   0.004    -.0392546   -.0074299
>>>       black |   1.179666   .1692016     6.97   0.000     .8480369    1.511295
>>>        hisp |   1.200164   .3092023     3.88   0.000     .5941388     1.80619
>>>        marr |  -1.000713   .1456276    -6.87   0.000    -1.286138    -.715288
>>>        re74 |  -.0000509   .0000141    -3.62   0.000    -.0000784   -.0000233
>>>         u74 |    .326188   .1842919     1.77   0.077    -.0350175    .6873935
>>>        re75 |   -.000103   .0000205    -5.03   0.000    -.0001431   -.0000629
>>>       _cons |  -4.082649   1.221929    -3.34   0.001    -6.477585   -1.687713
>>> ------------------------------------------------------------------------------
>>> Note: 659 failures and 0 successes completely determined.
>>> There are observations with identical propensity score values.
>>> The sort order of the data could affect your results.
>>> Make sure that the sort order is random before calling psmatch2.
>>> ----------------------------------------------------------------------------------------
>>>        Variable     Sample |    Treated     Controls   Difference
>>>    S.E.   T-stat
>>> ----------------------------+-----------------------------------------------------------
>>>            re78  Unmatched | 6349.14537   21553.9213  -15204.7759
>>> 1154.61435   -13.17
>>>                        ATT | 6349.14537   5387.78028   961.365096
>>> 1420.27513     0.68
>>> ----------------------------+-----------------------------------------------------------
>>> Note: S.E. for ATT does not take into account that the propensity
>>> score is estimated.
>>>
>>>           | psmatch2:
>>>  psmatch2: |   Common
>>>  Treatment |  support
>>> assignment | On suppor |     Total
>>> -----------+-----------+----------
>>>  Untreated |     2,490 |     2,490
>>>   Treated |       185 |       185
>>> -----------+-----------+----------
>>>     Total |     2,675 |     2,675
>>>
>>>
>>> . gen diff =  re78- _re78
>>> (2490 missing values generated)
>>>
>>> . rbounds diff, gamma(1(.2)3)
>>>
>>> Rosenbaum bounds for diff (N = 185 matched pairs)
>>>
>>> Gamma           sig+      sig-    t-hat+    t-hat-       CI+       CI-
>>> ----------------------------------------------------------------------
>>>    1        .203558   .203558    498.13    498.13  -618.815   1671.48
>>>  1.2        .594682   .028425  -109.352   1108.27  -1261.98   2361.57
>>>  1.4        .873746   .002358   -622.61   1680.15  -1795.44   2936.95
>>>  1.6        .973397   .000138   -1113.6   2160.85  -2305.18   3440.96
>>>  1.8        .995808   6.3e-06   -1507.8    2567.3  -2722.57   3920.69
>>>    2        .999467   2.4e-07  -1811.98    2961.7  -3098.75    4317.7
>>>  2.2        .999942   8.3e-09  -2171.23      3265  -3463.81   4741.49
>>>  2.4        .999995   2.6e-10  -2410.04   3622.82  -3749.03   5057.69
>>>  2.6              1   7.3e-12  -2717.38   3919.67  -4063.75   5380.66
>>>  2.8              1   2.0e-13  -2960.24      4167  -4308.32   5657.37
>>>    3              1   5.1e-15  -3195.96   4413.54  -4566.85    5982.9
>>>
>>> * gamma  - log odds of differential assignment due to unobserved factors
>>>  sig+   - upper bound significance level
>>>  sig-   - lower bound significance level
>>>  t-hat+ - upper bound Hodges-Lehmann point estimate
>>>  t-hat- - lower bound Hodges-Lehmann point estimate
>>>  CI+    - upper bound confidence interval (a=  .95)
>>>  CI-    - lower bound confidence interval (a=  .95)
>>>
>>> .
>>> end of do-file
>>>
>>> My problem is:
>>>
>>> ATT = 961
>>> Gammat-hat+    t-hat-
>>>  1       498.13    498.13
>>> *
>>> *   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/
>>>
>>
>>
>>
>> --
>> Steven Samuels
>> sjsamuels@gmail.com
>> 18 Cantine's Island
>> Saugerties NY 12477
>> USA
>> Voice: 845-246-0774
>> Fax:    206-202-4783
>>
>> *
>> *   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/
>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

*
*   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/


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