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Re: st: Statistical Matching


From   kantor.d@att.net
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Statistical Matching
Date   Wed, 20 Jul 2011 08:10:14 -0700 (PDT)

Hi,
You may want to check mahapick:
ssc desc mahapick

Within it, the mahapick or mahascores programs may be particularly useful.
I don't know how it compares to nnmatch.

HTH,
--David

----- Original Message ----
From: "Gillette, Ryan (Volunteer)" <Ryan_K_Gillette@omb.eop.gov>
Sent: Tue, July 19, 2011 12:26:13 PM

Hello,

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!

Thanks,

Ryan


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