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Re: 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: Re: st: Prop.score matching: assess significance t-value + slow kernel matching
Date   Sun, 12 Aug 2012 02:35:39 +0200

Dear Ariel,

Appreciate your effort to reply again, thank you.

I gave it up to almost 1,5 hour to run. I will check whether I have
enough memory, that might be the problem.

Kind regards,

Durk

On Sat, Aug 11, 2012 at 5:55 PM, Ariel Linden, DrPH
<ariel.linden@gmail.com> wrote:
> Hi Durk,
>
> I ran the following code on a data set I had available with 11,527 treated
> and 55,941 untreated:
>
> . psmatch2 treatment gender- pre_unk, outcome(diff_all_admit_crnt) logit
> kernel kerneltype(normal) common
>
> The code took about 20 minutes to run but provided the proper output.
>
> ----------------------------------------------------------------------------
> ------------
>         Variable     Sample |    Treated     Controls   Difference
> S.E.   T-stat
> ----------------------------+-----------------------------------------------
> ------------
> diff_all_admit~t  Unmatched | .015008242  -.023006382   .038014623
> .005563389     6.83
>                         ATT | .015008242  -.016855461   .031863702
> .006165275     5.17
> ----------------------------+-----------------------------------------------
> ------------
>
> So I would say that you may not have sufficient memory to run your analysis,
> or that you're not giving it enough time...
>
> If that is not the problem, you may want to contact the author of -psmatch2-
> (Edwin Leuven) directly for advice...
>
> Ariel
>
>
> Date: Fri, 10 Aug 2012 11:44:50 +0200
> From: Durk Linzel <durklinzel@gmail.com>
> Subject: Re: st: Prop.score matching: assess significance t-value + slow
> kernel matching
>
> 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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