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st: paired sample based on multiple characteristics


From   Gokhan Yilmaz <statacurious@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: paired sample based on multiple characteristics
Date   Tue, 22 Nov 2011 17:15:53 -0500

Dear All,

I have a dataset in which there are two groups of companies (described
with a variable that equals to 1 if the 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), then it is easy and fair
to compare the average group stock returns between these two groups. I
made a lot of search and there are many commands (mostly 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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