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st: faster matching estimators available?


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: faster matching estimators available?
Date   Fri, 20 Apr 2012 10:39:48 -0400

Hi all,

I found some past threads that some of you (Michael Blasnik) was
considering tweaking -nnmatch-, probably with Mata. On ssc I don't see
the package updated. Did anything come out of this? Or maybe there is
some consensus on another matching package offering better
performance? (Though -nnmatch- made it to the Stata Journal.)

Or another way to put this: I think David Drukker and others are
working on implementing newer Imbens-Abadie matching estimators (one
is useful for VCEs too even with regular regressions). Is there a
draft code available somewhere?

Here is their Mata code for propensity score matching:
http://www.hks.harvard.edu/fs/aabadie/mpsc.html (from here:
http://www.economics.harvard.edu/faculty/imbens/files/pscore_11mar24.pdf)
Here is their latest paper why this might be useful for VCEs:
http://isites.harvard.edu/fs/docs/icb.topic1040353.files/04_19_12%20Guido%20Imbens.pdf

It would be great to have anything along those lines. But I would
rather not sink hours into something that David and his team are doing
anyway.

Thanks,

Laszlo
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