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From |
Farasat Bokhari <farasat.bokhari@yahoo.com> |

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

Subject |
Re: st: Question about pstest (after running psmatch2) |

Date |
Wed, 31 Aug 2011 14:00:35 -0700 (PDT) |

thanks, but that does not seem to resove the problem: I used iweight instead of fweight and it produced identical results. further, i did a list of weights and treatement variables and the values seemed odd. based on the print out, i created a new weigth variable "mywt" and then tried the regress statement as follows: ---- code ---- gen mywt = _weight replace mywt = 1 if _treated == 1 & _support == 1 regress x1 treatmentvar regress x1 treatmentvar if _support == 1 [fw=mywt] pstest x1 ---- end code ---- now the results from the two regress statements match the output from pstest. this is some what odd since i thought the original _weight variable is already 1 for treateded cases but inspection showed that it could have a value greater than 1. now i am not sure if should use the built in _weight variable created after ps2match command. any ideas?? thanks in advance, farasat ----- Original Message ----- From: Anca Cotet <acotet@yahoo.com> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Cc: Sent: Wednesday, August 31, 2011 8:04 PM Subject: Re: st: Question about pstest (after running psmatch2) you use fweight and pstest uses iweights. ________________________________ From: Farasat Bokhari <farasat.bokhari@yahoo.com> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Cc: "farasat.bokhari@yahoo.com" <farasat.bokhari@yahoo.com> Sent: Wednesday, August 31, 2011 8:48 AM Subject: st: Question about pstest (after running psmatch2) I have run the following two codes and have a question about the second one: psmatch2 treatmentvar x1 x2 x3 x4, out(outcomevar) logit common pstest x1 x2 x3 x4 The help file for the pstest states that: "For each variable in varlist it calculates (a) t-tests for equality of means in the treated and non-treated groups, both before and after matching. T-tests are based on a regression of the variable on a treatment indicator. Before matching this is an unweighted regression on the whole sample, after matching the regression is weighted using the matching weight variable _weight and based on the on-support sample" When i try to do this manually, i can replicate the t-value result for the unmatched case, however, i get a very different t-value for the matched case. I did it as follows: regress x1 treatmentvar regress x1 treatmentvar if _support == 1 [fw=_weight] Cant figure out why the t-value on treatmentvar for the second regression above does not match the output from pstest. Any help/insight would be greatly appreciated. * * 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/ * * 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**:**Re: st: Question about pstest (after running psmatch2)***From:*Anca Cotet <acotet@yahoo.com>

**References**:**st: Question about pstest (after running psmatch2)***From:*Farasat Bokhari <farasat.bokhari@yahoo.com>

**Re: st: Question about pstest (after running psmatch2)***From:*Anca Cotet <acotet@yahoo.com>

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