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Re: st: matching within groups


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: matching within groups
Date   Wed, 7 Mar 2012 09:30:48 -0500

Dear Christoph,

A variety of techniques can be used for matching, and more than one of
them may be appropriate in your application.  Paul Rosenbaum devotes
seven chapters to matching in his book Design of Observational Studies
(Springer, 2010).  Such a "reading assignment" may seem a bit of a
detour, but it should put you in a good position to choose a suitable
technique and document your reasons for using it.

Regards,

David Hoaglin

On Wed, Mar 7, 2012 at 8:19 AM, Christoph Willing
<christoph.willing@gmail.com> wrote:
> Dear Statalist,
>
> I am trying to find a matching untreated company for each treated
> company in my sample, based on pre-treatment firm characteristics.
> My observations are grouped by country, industry and year, and the
> matching should happen within a group.
> I am not yet interested in the treatment effect, but simply want to
> find the one nearest neighbour for each treated company that is most
> similar in its firm characteristics.
>
> I have run a pooled logit for the entire sample of the form "logit
> treatment firm-characteristics" and predicted the propensity scores.
> Now I am stuck at finding the nearest neighbours within the groups.
> The matter is complicated by the fact that in some groups there are
> more than one treated company.
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