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st: How to identify heterogeneous effects in (nn-) matching?


From   Jen Zhen <[email protected]>
To   [email protected]
Subject   st: How to identify heterogeneous effects in (nn-) matching?
Date   Wed, 10 Feb 2010 14:02:27 -0500

Hi there,

I am wondering whether/how, if I use a matching estimator with a
command like -nnmatch-, I can check how the effect of a treatment
varies with age?
In a regression I would interact the treatment dummy with the age
variable, but I'm not sure whether something analogous is possible in
matching.
Or will I then need to not include age as a matching variable, and
instead still run a regression after creation of the matched dataset?

Thanks,
J
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