st: Re: psmatch2 question

["Joseph Coveney" <jcoveney@bigplanet.com>]

anna bargagliotti wrote:

I am a bit confused on how to read  the output for the psmatch2 command.  I run 
the following:

psmatch2   bootcamp2008 sex race classlevel_2008 engineering_2008  
retorgradstem_2009, outcome(ucumgpa_2009) cal(.01)

[output excerpted]

My question is related to the T-stats reported (ie -.78 and .07).  I am  unsure 
how to interpret these.  What are these exactly?  I was under the  impression 
that the T-stat for ATT (.07) is the statistic to use in  determining whether 
the treatment had an effect on ucumgpa_2009,  however, the output does not give 
a significance level.  To check, I  tried to recreate this T-stat by computing 
it by brute force but I could  not do so.  

I tried the following: 
1.  reduced the sample to only those students who were in the treatment  and 
their matches
2. created repeated samples for students who were matches more than one  time
3. Performed the ttest comparing the ucumgpa_2009 of treatment vs.  control 
(indicated by the bootcamp2008 variable)

The tvalue I get is no where near the T-stat given by psmatch2.   Have I 
misunderstood the output given by psmatch2?  How do I tell  whether the 
bootcamp2008 had a significant effect on ucumgpa_2009?

--------------------------------------------------------------------------------

You can reconstruct the reported t statistic for ATT from the returned scalars
r(att) and r(seatt).  I'm guessing, but I believe that the command's authors
have declined computing the associated p-value for the same reason that they
have the output warn, "Note: S.E. for ATT does not take into account that the 
propensity score is estimated."  That is, any computed p-value would be an
overstatement.  The help file for -psmatch2- suggests bootstrapping as an 
alternative approach (with a caveat about its validity) to computing the
t statistic.  

Joseph Coveney


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