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st: RE: Seeking info on CEM cutpoints algorithms - e.g., scott, ff, fd etc.

From   "Ben Hoen" <>
To   "'Matt Blackwell'" <>
Subject   st: RE: Seeking info on CEM cutpoints algorithms - e.g., scott, ff, fd etc.
Date   Tue, 7 Dec 2010 14:32:38 -0500

Thanks Matt.  I see the formulae for the various algorithms on page 24.

Also, I have quickly skimmed the document and found this discussion under
5.4 Shifted Coarsenings on page 23: 

"... there may be an opportunity to increase the matched sample size a bit
more, given the same chosen balance level, even without relaxing any
assumptions. In this situation we run the basic CEM algorithm several times,
each with a fixed value of E, and thus a fixed stratum size, but with values
of the cutpoints shifted together by different amounts. (Our software
implements this automatically.)"

This automated procedure is very interesting, because some cutpoints I am
using are somewhat arbitrary.  Is this always implimented when, e.g.,
var(#X) is used?  Is there a way to implement it with fixed breaks, e.g.,
var(1 3 5)?

Could you suggest some code for how either/both would be used?


-----Original Message-----
From: Matt Blackwell [] 
Sent: Tuesday, December 07, 2010 1:08 PM
To: Ben Hoen
Subject: Re: Seeking info on CEM cutpoints algorithms - e.g., scott, ff, fd

Hi Ben and others,

You can find a description of the different bin-cutting algorithms
along with references in section 5.5.1 of Iacus, King, and Porro
(2010), available here:

I hope that helps. We'll try to get that information into the
documentation when we update it.


Matthew Blackwell
PhD Candidate
Institute for Quantitative Social Science
Department of Government
Harvard University

On Tue, Dec 7, 2010 at 10:42 AM, Ben Hoen <> wrote:
> Statalisters (& Mathew)
> I have been unable to find any documentation/descriptions (via Stata help
> online) for the various cutpoint algorithms for CEM in Stata, namely
> "scott", "ff", "sturges" & "fd".  Can anyone direct me to more
> Thanks in advance,
> Ben
> Ben Hoen

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