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st: Prop.score matching: assess significance t-value + slow kernel matching


From   Durk Linzel <durklinzel@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Prop.score matching: assess significance t-value + slow kernel matching
Date   Wed, 8 Aug 2012 13:14:46 +0200

Dear Stata users,

I have been struggling with two problems related to propensity score
matching for a long time. I could not find the answer in previous
posts, nor in the literature.  I use Stata 12.0 for windows, 32-bit,
revision 25 July 2011.

I am doing propensity score matching, with 8 covariates, with a
database of 54,452 observations. I have succesfully executed nearest
neighbor matching with Stata’s user-written software called –pscore-
and the attached –attnd-. The produced results are shown below.

. attnd inpatient mutuelle male married no_edu primary secondary urban
wealth_index birthregister, pscore(mypscore) logit comsup
ATT estimation with Nearest Neighbor Matching method
(random draw version)
Analytical standard errors
---------------------------------------------------------
n. treat.   n. contr.         ATT    Std. Err.          t
---------------------------------------------------------
    36874       17569       0.029        0.002     17.768
---------------------------------------------------------

1)	My first question is: how can I assess the significance level of
this result? With the t-value, I would be able to simply look up the
significance level for a certain t-value, but I would need to know the
degrees of freedom for the propensity score. How many degrees of
freedom does a propensity score have? Or are there otherways within
Stata to assess the significance of my nearest neighbor matching
results?

2)	My second question relates to kernel matching. As a complement to
nearest neighbor I would like to execute kernel matching. The thing
is, that if I run kernel matching with the user written software
–attk- (also attached to -pscore-), Stata gets stuck while ‘thinking’.
I have let it run for up to several hours, but it never produced a
result. I have tried different combinations of default bandwidth, or
bandwidth (0.6) or bandwidth (0.03), with Epanechnikov kernel or
Gaussian (default).With bandwidth (0.6) and Epanechnikov kernel,  I
managed  to get a result, but without Standard error and t-value(see
result below). Stata suggest to use the option for bootstrapped
standard errors, but if I run this Stata gets stuck again. What is
going wrong? I’m sure my large number of observations require more
running time, but is there any way I can get it to actually produce
results and/or run quicker?

Thanking you in advance!

Durk Linzel


. attk outpatient mutuelle male married no_edu primary secondary
wealth_index urban birthregister, pscore(mypscore) logit comsup epan
bwidth(0.6)

 The program is searching for matches of each treated unit.
 This operation may take a while.
ATT estimation with the Kernel Matching method
---------------------------------------------------------
n. treat.   n. contr.         ATT   Std. Err.           t
---------------------------------------------------------
    36874       17578       0.068           .           .
---------------------------------------------------------
Note: Analytical standard errors cannot be computed. Use
the bootstrap option to get bootstrapped standard errors.

. attk outpatient mutuelle male married no_edu primary secondary
wealth_index urban birthregister, pscore(mypscore) logit comsup epan
bwidth(0.6) boot

 The program is searching for matches of each treated unit.
 This operation may take a while.

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