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Re: st: matching within groups


From   Christoph Willing <christoph.willing@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: matching within groups
Date   Thu, 8 Mar 2012 20:06:03 +0100

Thank you all for your answers!
The problem with psmatch2 is that it runs seperate logistic
regressions for each group.
In some groups however I have only one treated observation which
results in error r(2000) i.e. data is perfectly predicted.
My data looks somewhat like this

id     group     treated     pscore
1          1            0             .5
2          1            1             .4
3          1            0             .3
4          1            1             .5
5          1            0             .2

I would like to have a formula that simply does something like this:
generate match = id for which abs[pscore if treated==1 - pscore if
treated==0] is minimised, by group

I am new to stata and I have no idea of how to code this.


On Wed, Mar 7, 2012 at 3:49 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> Christoph Willing <christoph.willing@gmail.com>:
> Finding the closest propensity score within group
> is easily done with -psmatch2- (SSC); see e.g.
> http://www.stata.com/statalist/archive/2011-10/msg00899.html
> Note that -nnmatch- (SSC) can provide a different
> matching strategy closer to your stated desiderata.
>
> 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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