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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 20:44:04 -0400

I am not sure why the weight is not 1...never happened to me

Sent from my iPhone

On Aug 31, 2011, at 5:00 PM, Farasat Bokhari <farasat.bokhari@yahoo.com> wrote:

> thanks, but that does not seem to resove the problem:  I used iweight instead of fweight and it produced identical results.  further, i did a list of weights and treatement variables and the values seemed odd.  based on the print out, i created a new weigth variable "mywt" and then tried the regress statement as follows:
> 
> 
> ---- code ----
> 
> gen mywt = _weight
> replace mywt = 1 if _treated  == 1 & _support == 1
> 
> 
> regress x1 treatmentvar
> regress x1 treatmentvar if _support == 1 [fw=mywt]
> 
> pstest x1
> 
> 
> ---- end code ----
> 
> 
> now the results from the two regress statements match the output from pstest.  this is some what odd since i thought the original _weight variable is already 1 for treateded cases but inspection showed that it could have a value greater than 1.  now i am not sure if should use the built in _weight variable created after ps2match command.
> 
> any ideas??
> 
> thanks in advance,
> farasat
> 
> 
> 
> 
> ----- Original Message -----
> From: Anca Cotet <acotet@yahoo.com>
> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Cc: 
> Sent: Wednesday, August 31, 2011 8:04 PM
> Subject: Re: st: Question about pstest (after running psmatch2)
> 
> 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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