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From |
Jan Bryla <JBR@finansraadet.dk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Ousout problem psmatch2 |

Date |
Mon, 20 Jun 2011 20:14:03 +0200 |

Jason, your first question seems easy to solve: I think your treatment variable and the outcome variable are identical. Recall the syntax for psmatch2, see -help psmatch2-. The second point left me a bit confused. Searching for -attnd- using -findit attnd- didn't really turn out any hints. Is -attnd- available from SSC? Maybe you can clarify your steps there? Maybe differences are due to the issue with the first question. Hope it helps Jan Bryla -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jason Zarmulski Sent: 20. juni 2011 16:45 To: statalist@hsphsun2.harvard.edu Subject: st: Ousout problem psmatch2 Dear Statalists, I got two problems, first one: I have a problem understanding the Output of my psmatch2 results. I'm new to this so it could be a trivial error, but I'm not sure. I wanted to do a nearest neighbor matching with replacement. My results are: . psmatch2 stockprice2010, outcome( stockprice2010) pscore(mypscore) neighbor(10) caliper(0.1) ate ---------------------------------------------------------------------------------------- Variable Sample | Treated Controls Difference S.E. T-stat ----------------------------+----------------------------------------------------------- stockprice2010 Unmatched | 1.628 .479999997 .99964329 .000849677 1176.50 ATT | 1.62 .689999992 .930000013 .399478823 2.33 ATU | .479999997 1.79500002 1.31500002 . . ATE | 1.05833335 . . ----------------------------+----------------------------------------------------------- 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 2 | 2 Treated | 1 4 | 5 2 | 0 11 | 11 3 | 0 12 | 12 4 | 0 17 | 17 5 | 0 34 | 34 6 | 0 15 | 15 7 | 0 19 | 19 8 | 0 18 | 18 9 | 0 17 | 17 10 | 0 18 | 18 11 | 0 13 | 13 12 | 0 13 | 13 13 | 0 20 | 20 14 | 0 23 | 23 15 | 0 23 | 23 16 | 0 10 | 10 17 | 0 13 | 13 18 | 0 10 | 10 19 | 0 11 | 11 20 | 0 11 | 11 21 | 0 10 | 10 22 | 0 10 | 10 23 | 0 11 | 11 24 | 0 10 | 10 25 | 0 7 | 7 26 | 0 9 | 9 27 | 0 6 | 6 28 | 0 7 | 7 29 | 0 4 | 4 30 | 0 7 | 7 31 | 0 6 | 6 32 | 0 7 | 7 33 | 0 7 | 7 34 | 0 5 | 5 35 | 0 6 | 6 36 | 0 6 | 6 37 | 0 6 | 6 38 | 0 5 | 5 39 | 0 4 | 4 40 | 0 4 | 4 41 | 0 9 | 9 42 | 0 7 | 7 43 | 0 5 | 5 44 | 0 1 | 1 45 | 0 1 | 1 46 | 0 1 | 1 47 | 0 1 | 1 48 | 0 3 | 3 49 | 0 4 | 4 50 | 0 1 | 1 51 | 0 1 | 1 52 | 0 1 | 1 53 | 0 1 | 1 55 | 0 1 | 1 56 | 0 3 | 3 57 | 0 1 | 1 59 | 0 1 | 1 60 | 0 2 | 2 62 | 0 1 | 1 63 | 0 2 | 2 69 | 0 1 | 1 70 | 0 1 | 1 78 | 0 1 | 1 83 | 0 1 | 1 84 | 0 2 | 2 92 | 0 1 | 1 -----------+----------------------+---------- Total | 1 505 | 506 Question: Why arent there only the untreated and treated in the table and what ist the meaning of the numbers 2-92? Second problem: I've done the nearest neighbor matching of the same data sample with the attnd function. My results are: . attnd stockprice2010 reldummy, pscore(mypscore) The program is searching the nearest neighbor of each treated unit. This operation may take a while. ATT estimation with Nearest Neighbor Matching method (random draw version) Analytical standard errors --------------------------------------------------------- n. treat. n. contr. ATT Std. Err. t --------------------------------------------------------- 424 63 -2.255 6.070 -0.371 --------------------------------------------------------- Note: the numbers of treated and controls refer to actual nearest neighbour matches Why is this result for ATT so different to the one of psmatch2? Is the attnd matching with replacement? Any suggestions would be much appreciated Thanks Jason -- View this message in context: http://statalist.1588530.n2.nabble.com/Ousout-problem-psmatch2-tp6496035p6496035.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: Ousout problem psmatch2***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: RE: Ousout problem psmatch2***From:*"Jason Zarmulski" <Jason.Zarmulski@mtox.de>

**References**:**st: Ousout problem psmatch2***From:*Jason Zarmulski <jason.zarmulski@mtox.de>

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