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


From   "Ariel Linden, DrPH" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: st: Prop.score matching: assess significance t-value + slow kernel matching
Date   Thu, 9 Aug 2012 15:41:17 -0400

Hi Durk,

The simple answer here is that you should consider using -psmatch2- a
user-written program found on ssc. This program will allow you to choose
nearest neighbor matching and kernel matching (among several options). The
program uses regression to estimate the treatment effect and will provide
you with the p value already. 

I find this program to be a lot more user friendly an intuitive that
-pscore-.

Ariel


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

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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