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From |
"Jason Zarmulski" <Jason.Zarmulski@mtox.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Ousout problem psmatch2 |

Date |
Tue, 21 Jun 2011 12:22:32 +0200 |

Hi Jan, thanks a lot for your support, I changed it and my new output is: :-) . psmatch2 reldummy , outcome( stockprice2010) pscore(mypscore) neighbor(10) caliper(0.1) ate ---------------------------------------------------------------------------------------- Variable Sample | Treated Controls Difference S.E. T-stat ----------------------------+----------------------------------------------------------- stockprice2010 Unmatched | 20.6236969 21.7278571 -1.10416018 2.08916252 -0.53 ATT | 20.6236969 20.4730466 .150650303 4.16715274 0.04 ATU | 21.7278571 17.8625509 -3.86530621 . . ATE | -.513405498 . . ----------------------------+----------------------------------------------------------- Note: S.E. does not take into account that the propensity score is estimated. | psmatch2: psmatch2: | Common Treatment | support assignment | On suppor | Total -----------+-----------+---------- Untreated | 84 | 84 Treated | 424 | 424 -----------+-----------+---------- Total | 508 | 508 To the attnd problem : I didnt install a package for attnd. Maybe it was with the"nnmatch ado" package The differences between the psmatch2 and the attnd are still there.... This is the help attnd file: Calculate the average treatment effect on the treated using nearest neighbor matching attnd outcome treatment [varlist] [weight] [if exp] [in range] [ , pscore(scorevar) logit index comsup detail bootstrap reps(#) noisily dots ] fweights, iweights, and pweights are allowed; see help weights. Description attnd estimates the average treatment effect on the treated (ATT) using nearest neighbor matching. attnd should be run after the correct propensity score specification; i.e., the one satisfying the balancing property has been found using, for example, pscore. If users do not provide a variable name for the propensity score, the propensity score is estimated based on the specification in varlist. Note that in this case the balancing property is not tested. It is left under the responsibility of the user to select the comsup option if the user provided propensity score has been estimated on a common support for treated and controls. Otherwise, the ATT is estimated using also the observations outside the common support for which the propensity score may not be balanced. To save on computing time, nearest neighbors are not determined by comparing treated observations to every single control, but by first sorting all records by the estimated propensity score and then searching forward and backward for the closest control unit(s). If a treated unit forward and backward matches happen to be equally good, this program randomly draws (hence the letters "nd" for Nearest neighbor and random Draw) either the forward or backward matches. This approach is one of two computationally feasible options to obtain analytical standard errors while at the same time exploiting the very fast forward and backward search strategy. The second possibility is based on giving equal weight to the groups of forward and backward matches in case of equally good forward and backward matches and is performed by attnw. In practice, the case of multiple nearest neighbors should be very rare. In particular, if the set of X's contains continuous variables, in which case, both attnd and attnw should give equal results (except for bootstrapped standard errors). The likelihood of multiple nearest neighbors is further reduced if the propensity score is estimated and saved in double precision, which is what pscore does by default. The ATT is computed by averaging over the unit-level treatment effects of the treated where the control(s) matched to a treated observation is/are those observations in the control group that have the closest propensity score. If there are multiple nearest neighbors, the average outcome of those controls is used. Options pscore(scorevar) specifies the name of the user-provided variable name for the estimated propensity score. If no name is provided the propensity score is estimated based on the specification in varlist. logit uses a logit model to estimate the propensity score instead of the default probit model when the option pscore(scorevar) is not specified by the user. Otherwise, no effect is produced. index requires the use of the linear index as the propensity score when the option pscore(scorevar) is not specified by the user. Otherwise, no effect is produced. comsup restricts the computation of the ATT to the region of common support. detail displays more detailed output documenting the steps performed to obtain the final results. bootstrap bootstraps the standard error of the treatment effect. reps(#) specifies the number of bootstrap replications to be performed. The default is 50. This option produces an effect only if the bootstrap option is specified. noisily requests that any output from the replications be displayed. This option produces an effect only if the bootstrap option is specified. dots requests that a dot be placed on the screen at the beginning of each replication. This option produces an effect only if the bootstrap option is specified. Remarks Please remember to use the update query command before running this program to make sure you have an up-to-date version of Stata installed. Otherwise, this program may not run properly. The treatment has to be binary. When users do not specify their own previously estimated propensity score, the bootstrap encompasses the estimation of the propensity score based on the specification given by varlist. This procedure is actually recommended to account for the uncertainty associated with the estimation of the propensity score. Even more so when the comsup option is specified because in this case the region of common support changes with every bootstrap sample, and bootstrapped standard errors pick up this uncertainty as well. So, typically users would first identify a specification satisfying the balancing property -- using pscore -- and then provide exactly this specification in varlist and use bootstrapped standard errors. Saved results The program stores the estimated treatment effect, its standard error, and the t statistic respectively in the scalars r(attnd), r(seattnd), and r(tsattnd). The number of treated and the number of controls are stored respectively in the scalars r(ntnd) and r(ncnd). The bootstrapped standard error and t statistic are stored respectively in the scalars r(bseattnd) and r(btsattnd). Examples . attnd wage training age age2 exp exp2 . attnd wage training age age2 exp exp2, boot reps(100) dots . attnd wage training age age2 exp exp2, logit boot reps(100) . attnd wage training age age2 exp exp2, comsup boot reps(100) Authors Sascha O. Becker Center for Economic Studies, University of Munich Andrea Ichino Department of Economics, European University Institute, Florence Email so.b@gmx.net or andrea.ichino@iue.it if you observe any problems. Acknowledgments The way to implement the propensity score estimation in the bootstrap procedure has been adapted from the psmatch program written by Barbara Sianesi (University College London and Institute for Fiscal Studies) Email: barbara_s@ifs.org.uk. Also see Online: help for pscore, atts, attr, attk, attnw (if installed), and bs. Further details on the analytical formulas and on the algorithms used in these programs can be found under http://www.sobecker.de or http://www.iue.it/Personal/Ichino. Thanks Jason --- Ursprüngliche Nachricht --- Von: Jan Bryla <JBR@finansraadet.dk> Datum: 20.06.2011 20:14:03 An: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Betreff: st: RE: Ousout problem psmatch2 > 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 > > -- > View this message in context: http://statalist.1588530.n2.nabble.com/Ousout-problem-psmatch2-tp6496035p6496035.html > > Sent from the Statalist mailing list archive at Nabble.com. > * > * 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/ * * 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: RE: Ousout problem psmatch2***From:*Jan Bryla <JBR@finansraadet.dk>

**References**:**st: Ousout problem psmatch2***From:*Jason Zarmulski <jason.zarmulski@mtox.de>

**st: RE: Ousout problem psmatch2***From:*Jan Bryla <JBR@finansraadet.dk>

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