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st: Pstest bias reduction


From   daniel klein <klein.daniel.81@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Pstest bias reduction
Date   Mon, 26 Mar 2012 02:50:00 +0200

Nick,

as recently stated
(http://www.stata.com/statalist/archive/2012-03/msg00513.html) there
is a convention on Statalist to use - - to indicate Stata code or
commands, which in your case means write -pstest- not Pstest.

More important, you are also asked to explain where user-written
software comes from
(http://www.stata.com/support/faqs/res/statalist.html#stata). -pstest-
comes with the -psmatch2- package from SSC.

The FAQ also asks you to read the online help before posting a
question (http://www.stata.com/support/faqs/res/statalist.html#before).
In your case the help file for -pstest- states

"(b) [...]  The standardised bias is the difference of the sample
means in the treated and non-treated (full or matched) sub-samples as
a percentage of the square root of the average of the sample variances
in the treated and non-treated groups (formulae from Rosenbaum and
Rubin, 1985)."

along with the full reference

Rosenbaum, P.R. and Rubin, D.B. (1985), "Constructing a Control Group
Using Multivariate Matched Sampling Methods that Incorporate the
Propensity Score", The American Statistician 39(1), 33-38.

The article is found here:
http://www.stat.duke.edu/~banks/130-lectures.dir/readbyNov22.pdf

If the article does not provide an answer to your question, consider a
more detailed explanation of what exactly you did when trying
"multiple calculations".

Best
Daniel
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