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st: Creating a paired sample based on multiple characteristics


From   "Gokhan Yilmaz" <yilmag@rpi.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Creating a paired sample based on multiple characteristics
Date   Tue, 22 Nov 2011 14:38:13 -0500

Dear All,

I have a dataset in which there are two groups of companies (described with
a variable that is 1 if company is in group 1 and 2 if in group 2). I want
to create a paired-sample of companies based on let's say industry and size
(nearest match) and compare the average stock returns between these two
groups. I made a lot of search and there are many commands (most used in
epidemiology research) but I did not come across one that exactly does what
I want. Can you recommend a command that can create a paired sample of firms
out of a single combined dataset where matching can be done based on more
than one characteristic. 

Thank you,

Gokhan 

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