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st: RE: standardized % bias before and after matching using the "diff" command


From   "Lachenbruch, Peter" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: standardized % bias before and after matching using the "diff" command
Date   Sat, 10 Aug 2013 01:39:25 +0000

the FAQ is clear that you should give full references.

Peter A. Lachenbruch,
Professor (retired)
________________________________________
From: [email protected] [[email protected]] on behalf of Luis Aranda [[email protected]]
Sent: Friday, August 09, 2013 7:13 AM
To: statalist
Subject: st: standardized % bias before and after matching using the "diff" command

Dear all,

I am using the user-written "diff" command (Villa, Juan M. 2011) to
perform a difference-in-differences (kernel) matching estimator (as in
Heckman, Ichimura, and Todd, 1998). My data is longitudinal in nature.

My question concerns the possibility of calculating the standardized
percentage bias before and after matching (see Rosenbaum and Rubin,
1985) using the output given by the "diff" command, which will then
allow for the calculation of the achieved percentage reduction in bias
and with it a way to give credibility to the propensity score matching
methodology I am using.

The percentage covariate bias as well as the model's mean and median
biases are automatically given by other matching commands (e.g.
"pstest" from "psmatch2") as summary indicators of the distribution of
the bias. Thus, I was wondering if there exists a way within the
"diff" framework for automatically calculating them using Stata.

Many thanks in advance for your advice and kind assistance,

Luis Aranda
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