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st: RE: Ousout problem psmatch2


From   Jan Bryla <JBR@finansraadet.dk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Ousout problem psmatch2
Date   Mon, 20 Jun 2011 20:14:03 +0200

Jason, your first question seems easy to solve: I think your treatment variable and the outcome variable are identical. Recall the syntax for psmatch2, see -help psmatch2-.

The second point left me a bit confused. Searching for -attnd- using -findit attnd- didn't really turn out any hints. Is -attnd- available from SSC? Maybe you can clarify your steps there? Maybe differences are due to the issue with the first question.

Hope it helps
Jan Bryla


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jason Zarmulski
Sent: 20. juni 2011 16:45
To: statalist@hsphsun2.harvard.edu
Subject: st: Ousout problem psmatch2

Dear Statalists,
I got two problems, first one: 

I have a problem understanding the Output of my psmatch2 results. I'm new to
this so it could be a trivial error, but I'm not sure. I wanted to do a
nearest neighbor matching with replacement. 
My results are:

. psmatch2 stockprice2010, outcome( stockprice2010) pscore(mypscore)
neighbor(10) caliper(0.1) ate
----------------------------------------------------------------------------------------
        Variable     Sample |    Treated     Controls   Difference        
S.E.   T-stat
----------------------------+-----------------------------------------------------------
  stockprice2010  Unmatched |      1.628   .479999997    .99964329  
.000849677  1176.50
                        ATT |       1.62   .689999992   .930000013  
.399478823     2.33
                        ATU | .479999997   1.79500002   1.31500002           
.        .
                        ATE |                           1.05833335           
.        .
----------------------------+-----------------------------------------------------------
Note: S.E. does not take into account that the propensity score is
estimated.

 psmatch2: |   psmatch2: Common
 Treatment |        support
assignment | Off suppo  On suppor |     Total
-----------+----------------------+----------
 Untreated |         0          2 |         2 
   Treated |         1          4 |         5 
         2 |         0         11 |        11 
         3 |         0         12 |        12 
         4 |         0         17 |        17 
         5 |         0         34 |        34 
         6 |         0         15 |        15 
         7 |         0         19 |        19 
         8 |         0         18 |        18 
         9 |         0         17 |        17 
        10 |         0         18 |        18 
        11 |         0         13 |        13 
        12 |         0         13 |        13 
        13 |         0         20 |        20 
        14 |         0         23 |        23 
        15 |         0         23 |        23 
        16 |         0         10 |        10 
        17 |         0         13 |        13 
        18 |         0         10 |        10 
        19 |         0         11 |        11 
        20 |         0         11 |        11 
        21 |         0         10 |        10 
        22 |         0         10 |        10 
        23 |         0         11 |        11 
        24 |         0         10 |        10 
        25 |         0          7 |         7 
        26 |         0          9 |         9 
        27 |         0          6 |         6 
        28 |         0          7 |         7 
        29 |         0          4 |         4 
        30 |         0          7 |         7 
        31 |         0          6 |         6 
        32 |         0          7 |         7 
        33 |         0          7 |         7 
        34 |         0          5 |         5 
        35 |         0          6 |         6 
        36 |         0          6 |         6 
        37 |         0          6 |         6 
        38 |         0          5 |         5 
        39 |         0          4 |         4 
        40 |         0          4 |         4 
        41 |         0          9 |         9 
        42 |         0          7 |         7 
        43 |         0          5 |         5 
        44 |         0          1 |         1 
        45 |         0          1 |         1 
        46 |         0          1 |         1 
        47 |         0          1 |         1 
        48 |         0          3 |         3 
        49 |         0          4 |         4 
        50 |         0          1 |         1 
        51 |         0          1 |         1 
        52 |         0          1 |         1 
        53 |         0          1 |         1 
        55 |         0          1 |         1 
        56 |         0          3 |         3 
        57 |         0          1 |         1 
        59 |         0          1 |         1 
        60 |         0          2 |         2 
        62 |         0          1 |         1 
        63 |         0          2 |         2 
        69 |         0          1 |         1 
        70 |         0          1 |         1 
        78 |         0          1 |         1 
        83 |         0          1 |         1 
        84 |         0          2 |         2 
        92 |         0          1 |         1 
-----------+----------------------+----------
     Total |         1        505 |       506 

Question: Why arent there only the untreated and treated in the table and
what ist the meaning of the numbers 2-92?


Second problem:

I've done the nearest neighbor matching of the same data sample with the
attnd function.
My results are:

. attnd  stockprice2010 reldummy, pscore(mypscore)


 The program is searching the nearest neighbor of each treated unit. 
 This operation may take a while.



ATT estimation with Nearest Neighbor Matching method 
(random draw version)
Analytical standard errors

---------------------------------------------------------
n. treat.   n. contr.         ATT   Std. Err.           t
---------------------------------------------------------

      424          63      -2.255       6.070      -0.371

---------------------------------------------------------
Note: the numbers of treated and controls refer to actual
nearest neighbour matches

Why is this result for ATT so different to the one of psmatch2?
Is the attnd matching with replacement?

Any suggestions would be much appreciated

Thanks 

Jason

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