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


From   Durk Linzel <durklinzel@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Prop.score matching: assess significance t-value + slow kernel matching
Date   Fri, 10 Aug 2012 11:44:50 +0200

Dear Ariel,

Thank you for your response.

In the meantime I have also tried -psmatch2-. It is indeed a little
more user friendly. Frustratingly enough, I have still not be able to
get results for kernel matching. Also with -psmatch2- the computer
gets 'stuck'. What can I do to prevent this? It shouldn't be
impossible to run kernel matching with 54,452 observations, should it?

My syntax is:

. psmatch2 mutuelle male married no_edu primary secondary wealth_index
urban birthregister, kernel outcome(outpatient) kerneltype(normal)
common logit

Logistic regression                               Number of obs   =      54452
                                                  LR chi2(8)      =    2276.54
                                                  Prob > chi2     =     0.0000
Log likelihood = -33110.634                       Pseudo R2       =     0.0332

------------------------------------------------------------------------------
    mutuelle |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        male |  -.1632353   .0187863    -8.69   0.000    -.2000557   -.1264149
     married |   .4163476    .021967    18.95   0.000     .3732932    .4594021
      no_edu |  -.8109381   .1463669    -5.54   0.000    -1.097812   -.5240643
     primary |  -.6586061   .1454905    -4.53   0.000    -.9437621     -.37345
   secondary |  -.4192023   .1486974    -2.82   0.005    -.7106439   -.1277607
wealth_index |    .278155   .0076323    36.44   0.000     .2631959    .2931141
       urban |   -.903245   .0333668   -27.07   0.000    -.9686428   -.8378472
birthregis~r |   .4453641    .035968    12.38   0.000     .3748681    .5158602
       _cons |   .6483167    .148126     4.38   0.000     .3579951    .9386384
------------------------------------------------------------------------------
.
.
.

Here it gets stuck.

Thanking you in advance!

Durk Linzel & Maloe Bosch

On Thu, Aug 9, 2012 at 9:41 PM, Ariel Linden, DrPH
<ariel.linden@gmail.com> wrote:
> 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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