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


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: "how close is close?" -nnmatch- and reviewer complains
Date   Wed, 25 Apr 2012 10:05:12 -0400

Adam Olszewski <adam.olszewski@gmail.com>:
Note that -nnmatch- matches based on Mahalanobis distance, not
propensity scores.
Official -hotelling- or equivalent -regress- commands can be used to
assess balance before and after matching.

On Wed, Apr 25, 2012 at 9:14 AM, Adam Olszewski
<adam.olszewski@gmail.com> wrote:
> The balance test job can be done with -pstest- (part of the -pmatch2-
> package) or -pbalchk- commands.
> For the robustness check, look at -rbounds-,  -mhbounds- or -sensatt-
> depending on what your situation calls for (binary vs. continuous
> outcome mainly).
>
> Adam Olszewski
>
> On Wed, Apr 25, 2012 at 5:29 AM, Mirko Moro <mirko.moro@gmail.com> wrote:
>> 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.

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