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st: RE: Propensity Score Matching


From   "Millimet, Daniel" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: Propensity Score Matching
Date   Mon, 27 Feb 2012 14:29:44 +0000

-attr- is a user-written command that may be that slow when trying to bootstrap on such a large sample size.  You might also try -psmatch2-, another user-written command that does PS matching to see if it runs faster.

****************************************************
Daniel L. Millimet
Research Fellow, IZA
Professor, Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
phone: 214.768.3269
fax: 214.768.1821
web: http://faculty.smu.edu/millimet
****************************************************


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of [email protected]
Sent: Monday, February 27, 2012 7:52 AM
To: [email protected]
Subject: st: Propensity Score Matching

I am new to Stata and propensity score matching. I have 143, 110 control and
5,862 treated in my matched samples. I ran pscore2 to get this. 

Once I ran pscore I ran a radius matching method with the following command:

. attr englleve sch_grp sex_1 rd07leve, comsup boot reps(100) dots logit
radius(0.0001)

The process has given me:

ATT estimation with the Radius Matching method

Analytical standard errors

 

---------------------------------------------------------

n. treat.   n. contr.         ATT   Std. Err.           t

---------------------------------------------------------

 

     5862      143110      -0.073       0.008      -8.673

 

---------------------------------------------------------

Note: the numbers of treated and controls refer to actual

matches within radius

 

The process has now run for 36 hours (MP2 version of Stata 12.1 AMD 2 core, WinXP pro 32byte). Should I let it run longer or am I hopelessly lost in some computational problem? Or did I miss specify the model?

 
Thanks for your help and advice
Ted

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