st: Creating a paired sample based on multiple characteristics

[yilmag@rpi.edu]

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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