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Re: st: Propensity Score Weights in Oaxaca


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Propensity Score Weights in Oaxaca
Date   Wed, 21 Jul 2010 12:29:55 -0400

Ingo Isphording <Ingo.Isphording@rub.de> :

I cannot confirm this behavior; this runs for me:

ssc inst oaxaca
use http://pped.org/lalonde, clear
egen p=mean(t), by(black hisp marr)
g w=cond(t,1-p,p)
oaxaca re78 age educ [iw=w], by(t) relax weight(0)
oaxaca re78 age educ [pw=w], by(t) relax weight(0)

but I doubt this approach will do what you want anyway; it certainly
does not "control for pre-treatment heterogeneity in unobservables"

On Wed, Jul 21, 2010 at 2:14 AM, Ingo Isphording <Ingo.Isphording@rub.de> wrote:
> Hi all,
>
> i have a small problem with the oaxaca command. I try to use weights
> from a probability score matching with psmatch to control for
> pre-treatment heterogeneity in unobservables. Unfortunately, oaxaca
> does not accept my weights. I either get :
>
> oaxaca depvar expvars [iweights=psweight] ,
> by(treatment_group) relax weight(0)
>
> weights not allowed
>
> r(101);
>
> or:
>
> oaxaca depvar expvars  [iw=psweight] , by(treatment_group)
> relax weight(0)
>
> (model 1 has zero variance coefficients)
>
> iweight=psweight invalid name
>
> r(198);
>
> I am not sure whether it is just a syntax problem, or if I am doing
> something wrong. Any suggestions?
>
> Cheers,
>
> Ingo

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