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st: "how close is close?" -nnmatch- and reviewer complains


From   Mirko Moro <mirko.moro@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: "how close is close?" -nnmatch- and reviewer complains
Date   Wed, 25 Apr 2012 10:29:33 +0100

Dear Statalisters,

I have estimated a regression like:

Y = a + b_1T +b_2C + e,

where T takes the value of 1 if the group was treated, 0 otherwise.
The groups were randomly selected and a probit regression of T on a
bunch o characteristics show that they are not different.

The referee asked me to include matching estimators as robustness check.

I use the –nnmatch- command in Stata that uses the algorithm presented
in Abadie et al. And I presented the results using different numbers
of neighbours (from 1 to 6).

The referee then added:

"On matching: the authors should provide more details on how good the
matching is (How close is close? Are the covariates balanced after the
matching? Are all the observations matched?)"

So I guess I need to show him/her something. As -nnmatch- does not see
to have any diagnostic, should I use some other codes, like
-psmatch2-? Any suggestions?

Mirko


Abadie et al (2004) Implementing matching estimators for average
treatment effects in Stata. The Stata Journal (2004) 4, Number 3, pp.
290–311.
--
Mirko Moro
Lecturer in Economics
Economics Division
University of Stirling
FK94LA
Scotland (UK)
t: +44(0)1786467479
f: +44(0)1786467469
e: mirko.moro@stir.ac.uk

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