Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Santosh Kumar <santosh.uh@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 28 Sep 2010 16:09:14 -0400 |

Dear Austin, I followed your syntax for weighting and then ran OLS. But why does it drop the treatment variable, that is "improved" in my regression. Are "t" and "w" collinear? Thanks for your inputs. Santosh su improved, mean . loc m=r(mean) . la var pscore "Estimated Propensity Score" . g w=cond(improved, `m'/(-`m'),pscore/(1-pscore)) (1876 missing values generated) . xi: reg diarr improved piped m_age h_age m_yrsch h_yrsch pucca hindu muslim dsc dst dobc i.state i.vmonth awadi bpl elec [pw=w] i.state _Istate_1-34 (naturally coded; _Istate_1 omitted) i.vmonth _Ivmonth_1-12 (naturally coded; _Ivmonth_1 omitted) (sum of wgt is 7.2979e+06) note: improved omitted because of collinearity Linear regression Number of obs = 159136 F( 52,159083) = 80.28 Prob > F = 0.0000 R-squared = 0.5534 Root MSE = .21132 ------------------------------------------------------------------------------ | Robust diarr | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- improved | (omitted) piped | -.2922823 .1117145 -2.62 0.009 -.5112403 -.0733243 m_age | -.0122199 .002744 -4.45 0.000 -.0175981 -.0068417 h_age | -.0012004 .0029404 -0.41 0.683 -.0069635 .0045628 m_yrsch | .0006469 .0011709 0.55 0.581 -.0016482 .0029419 h_yrsch | .0015974 .0024514 0.65 0.515 -.0032072 .0064021 pucca | .0967932 .0224104 4.32 0.000 .0528692 .1407171 hindu | -.126827 .0434699 -2.92 0.004 -.2120271 -.041627 On Fri, Sep 24, 2010 at 1:02 PM, Austin Nichols <austinnichols@gmail.com> wrote: > 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? > * > * 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: Matched ID in Kernel Matching (PSMATCH2)***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: Matched ID in Kernel Matching (PSMATCH2)***From:*Santosh Kumar <santosh.uh@gmail.com>

**Re: st: Matched ID in Kernel Matching (PSMATCH2)***From:*Austin Nichols <austinnichols@gmail.com>

- Prev by Date:
**st: RE: RE: RE: RE: RE: Foreach Command in Panel Data** - Next by Date:
**st: RE: RE: RE: RE: RE: RE: Foreach Command in Panel Data** - Previous by thread:
**Re: st: Matched ID in Kernel Matching (PSMATCH2)** - Next by thread:
**Re: st: Matched ID in Kernel Matching (PSMATCH2)** - Index(es):