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Re: st: Question about pstest (after running psmatch2)


From   Anca Cotet <acotet@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Question about pstest (after running psmatch2)
Date   Wed, 31 Aug 2011 12:04:09 -0700 (PDT)

you use fweight and pstest uses iweights.




________________________________
From: Farasat Bokhari <farasat.bokhari@yahoo.com>
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Cc: "farasat.bokhari@yahoo.com" <farasat.bokhari@yahoo.com>
Sent: Wednesday, August 31, 2011 8:48 AM
Subject: st: Question about pstest (after running psmatch2)


I have run the following two codes and have a question
about the second one:

psmatch2 treatmentvar x1 x2 x3 x4, out(outcomevar) logit
common
pstest x1 x2 x3 x4

The help file for the pstest states that: 

"For each variable in varlist it calculates (a)
t-tests for equality of means in the treated and non-treated groups, both
before and after matching. T-tests are based on a regression of the variable on
a treatment indicator.  Before matching
this is an unweighted regression on the whole sample, after matching the
regression is weighted using the matching weight variable _weight and based on
the on-support sample"

When i try to do this manually, i can replicate the t-value
result for the unmatched case, however, i get a very different t-value for the
matched case.  I did it as follows:

regress x1 treatmentvar
regress x1 treatmentvar if _support == 1 [fw=_weight]

Cant figure out why the t-value on treatmentvar for the
second regression above does not match the output from pstest. 

Any help/insight would be greatly appreciated. 

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