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Re: st: Matched ID in Kernel Matching (PSMATCH2)


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Matched ID in Kernel Matching (PSMATCH2)
Date   Fri, 24 Sep 2010 13:02:18 -0400

Santosh Kumar <santosh.uh@gmail.com>:

Your -psmatch2- syntax is suspect, since you are not regressing a
treatment indicator on controls.  That said...
Why not reweight instead of match?

la var t "Treatment"
su t, mean
loc m=r(mean)
la var pvar "Estimated Propensity Score"
g w=cond(t,`m'/(`-`m'),pvar/(1-pvar))
la var w "ATT weight"
logit y t x* [pw=w]

Have you tried rerunning -psmatch2- multiple times to see if you get
the same estimate every time?  My guess is that your estimate depends
on the sort order of your data, which is an odd feature for any
estimator.


On Thu, Sep 23, 2010 at 12:38 PM, Santosh Kumar <santosh.uh@gmail.com> wrote:
> Dear listserv,
>
> I want to use propensity score matching to match the treated with the
> control. I am using Kernel matching. Instead of getting ATT, I want to
> run a logistic regression on the matched sample. I am struggling to
> create a matched sample in kernel matching. In nearest neighbor
> matching, follwoing syntax will created a matched sample.
>
> psmatch2 xvar, pscore(pvar) outcome(yvar) caliper(.001) noreplace
> neighbor(1)
> gen pair = _id if _treated==0
> replace pair = _n1 if _treated==1
> bysort pair: egen paircount = count(pair)
> drop if paircount !=2
> save paired, replace
>
> Could anyone help me in creating a matched sample with Kernel Matching?
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