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st: RE: RE: psmatch2 vs attk


From   Rossella Verzulli <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: RE: psmatch2 vs attk
Date   Wed, 26 Mar 2014 14:17:24 +0000

Joe

Many thanks for your advice. However adding the common option in psmatch2 does not help to obtain the same results. I'm reporting the Stata output below.

Best

Rossella

 psmatch2 T, out(performance) kernel kerneltype(normal) pscore(mypscore) common
----------------------------------------------------------------------------------------
        Variable     Sample |    Treated     Controls   Difference         S.E.   T-stat
----------------------------+-----------------------------------------------------------
     performance  Unmatched | 99.7088608   100.653333  -.944472574    1.5097252    -0.63
                        ATT | 99.6129032   99.3059791   .306924102     1.993187     0.15
----------------------------+-----------------------------------------------------------
Note: S.E. does not take into account that the propensity score is estimated.

 psmatch2: |   psmatch2: Common
 Treatment |        support
assignment | Off suppo  On suppor |     Total
-----------+----------------------+----------
 Untreated |         0         75 |        75 
   Treated |        17         62 |        79 
-----------+----------------------+----------
     Total |        17        137 |       154 


. attk performance T, normal pscore(mypscore) comsup boot dots


 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
---------------------------------------------------------

       79          70      -1.568           .           .

---------------------------------------------------------
Note: Analytical standard errors cannot be computed. Use
the bootstrap option to get bootstrapped standard errors.





Bootstrapping of standard errors 

command:      attk performance T , pscore(mypscore) comsup bwidth(.06)
statistic:    attk       = r(attk)
..................................................


Bootstrap statistics                              Number of obs    =       154
                                                  Replications     =        50

------------------------------------------------------------------------------
Variable     |  Reps  Observed      Bias  Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
        attk |    50 -1.567504 -.2310363   2.32807  -6.245935   3.110928   (N)
             |                                      -6.104194   3.185225   (P)
             |                                      -5.293512   4.606492  (BC)
------------------------------------------------------------------------------
Note:  N   = normal
       P   = percentile
       BC  = bias-corrected



ATT estimation with the Kernel Matching method
Bootstrapped standard errors

---------------------------------------------------------
n. treat.   n. contr.         ATT   Std. Err.           t
---------------------------------------------------------

       79          70      -1.568       2.328      -0.673

---------------------------------------------------------



 


________________________________________
Da: [email protected] [[email protected]] per conto di Joe Canner [[email protected]]
Inviato: mercoledì 26 marzo 2014 15.11
A: [email protected]
Oggetto: st: RE: psmatch2 vs attk

Rossella,

It's hard to say for sure without seeing more details, but I see that you are using the -comsup- option for -attk-, but you are not using the corresponding -common- option for -psmatch2-.  Try adding that and see if it helps.

Regards,
Joe Canner
Johns Hopkins University School of Medicine

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Rossella Verzulli
Sent: Wednesday, March 26, 2014 9:58 AM
To: [email protected]
Subject: st: psmatch2 vs attk

Dear Statalist

I'm running the following commands to estimate the average treatment effects with the Kernel Matching method:

psmatch2 T, out(performance) kernel kerneltype(normal) pscore(mypscore)
attk performance T, normal pscore(mypscore) comsup

Does anybody know why psmatch2 and attk produce slightly different output?

I will very grateful for your advice.

Best,

Rossella

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