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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 24 Jun 2011 15:07:28 +0200 |

Hi again. I dont know the number selected by attnd. To test the ATT with caliper, I use attr. This is Radius/Caliper Matching. another method would be the estimation with the starctification method. (.atts) Now I have the problem with interpreting the different outcomes. My new Propensity Score and the different outcomes are: The balancing property is satisfied This table shows the inferior bound, the number of treated and the number of controls for each block Inferior | of block | REL(Dummy) of pscore | 0 1 | Total -----------+----------------------+---------- .2 | 5 6 | 11 .4 | 16 21 | 37 .6 | 20 17 | 37 .7 | 14 47 | 61 .8 | 19 110 | 129 .9 | 9 223 | 232 -----------+----------------------+---------- Total | 83 424 | 507 . attnd stockprice2010 reldummy, pscore(mypscore)comsup 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 65 -0.572 6.828 -0.084 --------------------------------------------------------- Note: the numbers of treated and controls refer to actual nearest neighbour matches . attr stockprice2010 reldummy, pscore(mypscore) radius(0.1) comsup The program is searching for matches of treated units within radius. This operation may take a while. ATT estimation with the Radius Matching method Analytical standard errors --------------------------------------------------------- n. treat. n. contr. ATT Std. Err. t --------------------------------------------------------- 424 83 1.354 3.588 0.377 --------------------------------------------------------- Note: the numbers of treated and controls refer to actual matches within radius . atts stockprice2010 reldummy, pscore(mypscore) comsup blockid(myblock) ATT estimation with the Stratification method Analytical standard errors --------------------------------------------------------- n. treat. n. contr. ATT Std. Err. t --------------------------------------------------------- 424 83 0.273 2.520 0.109 --------------------------------------------------------- My Questions: -How can I Interpret the different Outcomes? -Why isnt the .pstest method working with these outcomes? -Are these Outcomes my the final ones, or do I have to do some robustness tests as well? (If yes, which one?) Thanks Jason --- Ursprüngliche Nachrsht --- Von: Jan Bryla <JBR@finansraadet.dk> Datum: 21.06.2011 15:04:02 An: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Betreff: RE: st: RE: Ousout problem psmatch2 > Ah, yes. You are right - my mistake. > > Regarding -attnd- I see a few reasons why you can get different results: > > - using -psmatch2- you "restrict" to 10 neighbours. What is the > number og nearest neighbours selected by -attnd-? > - you set caliper to 0.1 using psmatch2. But I don't think a similar "restriction" > is imposed in attnd? > > Maybe this is a start... > > /Jan > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] > On Behalf Of Jason Zarmulski > Sent: 21. juni 2011 12:23 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: RE: Ousout problem psmatch2 > > 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/ > > * > * 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**:**st: Output problem attnd , attr, atts***From:*"Jason Zarmulski" <Jason.Zarmulski@mtox.de>

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

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

**Re: st: RE: Ousout problem psmatch2***From:*"Jason Zarmulski" <Jason.Zarmulski@mtox.de>

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

- Prev by Date:
**Re: st: xtmixed with nonrtolerance. What happens?** - Next by Date:
**Re: st: xtmixed with nonrtolerance. What happens?** - Previous by thread:
**RE: st: RE: Ousout problem psmatch2** - Next by thread:
**st: Output problem attnd , attr, atts** - Index(es):