Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Propensity Score Matching


From   Marco Ventura <mventura@istat.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Propensity Score Matching
Date   Wed, 29 Feb 2012 08:38:26 +0100

Misspecification problems have nothing to do with bootstraping. Bootstraping is required when the sample is too small and you do not rely on the closed form for computing the SE of the ATT. Moreover, as far as I can see from your output the ATT is not significant and it will not become significant by simply bootstraping. Finally, beware when using psmatch2 because it does not check for the balancing to hold, that means that the balancing must be checked by the Ichino and friend's routine, pscore.
Regards, Marco


Il 27/02/2012 14:51, theodroe@bellsouth.net ha scritto:
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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index