Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Anca Cotet <[email protected]>
To   "[email protected]" <[email protected]>
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 <[email protected]>
To: "[email protected]" <[email protected]>
Cc: "[email protected]" <[email protected]>
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. 

*
*   For searches and help try:
*  http://www.stata.com/help.cgi?searchhttp://www.stata.com/support/statalist/faqhttp://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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index