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Re: st: Matched ID in Kernel Matching (PSMATCH2)
From
Santosh Kumar <[email protected]>
To
[email protected]
Subject
Re: st: Matched ID in Kernel Matching (PSMATCH2)
Date
Fri, 24 Sep 2010 14:13:13 -0400
Thanks Austin, for the reply.
Yes, you are right that -psmatch2 is sensitive to sort order of the data.
To me -psmatch2 syntax seems correct. -psmatch just gives the
difference of average outocmes between treated and untreated after
matching. One can reweight, however the program evaluation literature
is tilted towards matching.
Instead of matching, the other alternatives are to use (a) pscore as
the "treatment" not the actual treatment.
Thanks again,
On Fri, Sep 24, 2010 at 1:02 PM, Austin Nichols <[email protected]> wrote:
> Santosh Kumar <[email protected]>:
>
> Your -psmatch2- syntax is suspect, since you are not regressing a
> treatment indicator on controls. That said...
> Why not reweight instead of match?
>
> la var t "Treatment"
> su t, mean
> loc m=r(mean)
> la var pvar "Estimated Propensity Score"
> g w=cond(t,`m'/(`-`m'),pvar/(1-pvar))
> la var w "ATT weight"
> logit y t x* [pw=w]
>
> Have you tried rerunning -psmatch2- multiple times to see if you get
> the same estimate every time? My guess is that your estimate depends
> on the sort order of your data, which is an odd feature for any
> estimator.
>
>
> On Thu, Sep 23, 2010 at 12:38 PM, Santosh Kumar <[email protected]> wrote:
>> Dear listserv,
>>
>> I want to use propensity score matching to match the treated with the
>> control. I am using Kernel matching. Instead of getting ATT, I want to
>> run a logistic regression on the matched sample. I am struggling to
>> create a matched sample in kernel matching. In nearest neighbor
>> matching, follwoing syntax will created a matched sample.
>>
>> psmatch2 xvar, pscore(pvar) outcome(yvar) caliper(.001) noreplace
>> neighbor(1)
>> gen pair = _id if _treated==0
>> replace pair = _n1 if _treated==1
>> bysort pair: egen paircount = count(pair)
>> drop if paircount !=2
>> save paired, replace
>>
>> Could anyone help me in creating a matched sample with Kernel Matching?
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--
Santosh
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