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RE: st: RE: pscore question


From   Jan Bryla <JBR@finansraadet.dk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: pscore question
Date   Wed, 9 Feb 2011 08:07:46 +0100

Thank you, Nick!

I will be very sure to follow this in any future posts.

Jan

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: 8. februar 2011 20:11
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: pscore question

One version of acceptable etiquette is laid out at

http://www.stata.com/support/faqs/res/statalist.html#relation

Here it is: "publicly we recommend that unless you are the original
author, you should change the name of the program, take all blame for
any limitations your changes produce, and imply that a suitably large
portion of the credit for the program belongs to the original
authors".

Yes, you could work that out for yourself.

Nick

On Tue, Feb 8, 2011 at 7:04 PM, Jan Bryla <JBR@finansraadet.dk> wrote:

> My guess would be simply to have a look at pscore.ado and adapt it slightly (I don't know if this is accepted - but it should help you along the way). The pscore.ado file has a code segment which reads
>
> ---
>
> di in ye _newline(3) "**************************************************** "
> di in ye             "Algorithm to estimate the propensity score "
> di in ye             "**************************************************** "
>
> di _newline(2) in ye "The treatment is `T'"
>
> tab `T'  if `touse'==1
>
>
>
>
> di _newline(3) "Estimation of the propensity score "
>
> if `"`logit'"' != `""'  {
>   capture drop comsup
>   logit `varlist' [`weight'`exp'] if `touse'==1
> }
> else {
>   capture drop comsup
>   probit `varlist' [`weight'`exp'] if `touse'==1
> }
>
> tempvar epscore
>
> qui predict double `epscore' if `touse'==1
>
> /*******/
> /* NEW */
> /*******/
>
> *capture drop `pscore'
>
> qui gen double `pscore' = `epscore'
> label var `pscore' "Estimated propensity score"
> --------------------
>
> My guess would be, that adapting
>
> qui gen double `pscore' = `epscore'
>
> To
>
> Qui gen double `pscore'=*your already estimated propensity score*
>
> Should do the trick. I haven't had the chance to try it - but maybe you can take it from here.

Dan Kimmel

> I'm working on a project predicting the effect of exposure to violence
> on the health of American high school students.  I am attempting to
> use propensity score analysis to make causal inference about the
> treatment effect; however, because these students are nested within
> schools which vary in their mean level of violence, I have predicted
> the propensity scores using Hierarchical Linear Modeling software.
>
> My question is: Is there a way to use Becker and Ichino's pscore
> program for STATA to distribute the students into blocks and check
> that the balancing property is met -- but to do so using propensity
> scores that have already been calculated, rather than by allowing the
> program to calculate them itself?  And if not, could such a function
> be devised?

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