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st: Statistical Matching

From   "Gillette, Ryan (Volunteer)" <>
To   "" <>
Subject   st: Statistical Matching
Date   Tue, 19 Jul 2011 12:26:13 -0400


I am trying to match comparable observations between two large datasets (300,000 to 3 million observations, depending which ones I decide to use). I am not trying to calculate a treatment effect, but rather identify the id number or observation number of an observation's closest match. I am matching across a few variables, some of which I want to weight more than others in  terms of required precision. I don't think I will be able to use a propensity score, as it doesn't seem appropriate for my task.

Does anyone know a program in Stata that can do these things? I have used -nnmatch- before, but with such a large dataset I worry it could take days to process. Is there a way to speed it up? Any ideas would be much appreciated!



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