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st: "how close is close?" -nnmatch- and reviewer complains

From   Mirko Moro <>
Subject   st: "how close is close?" -nnmatch- and reviewer complains
Date   Wed, 25 Apr 2012 10:29:33 +0100

Dear Statalisters,

I have estimated a regression like:

Y = a + b_1T +b_2C + e,

where T takes the value of 1 if the group was treated, 0 otherwise.
The groups were randomly selected and a probit regression of T on a
bunch o characteristics show that they are not different.

The referee asked me to include matching estimators as robustness check.

I use the –nnmatch- command in Stata that uses the algorithm presented
in Abadie et al. And I presented the results using different numbers
of neighbours (from 1 to 6).

The referee then added:

"On matching: the authors should provide more details on how good the
matching is (How close is close? Are the covariates balanced after the
matching? Are all the observations matched?)"

So I guess I need to show him/her something. As -nnmatch- does not see
to have any diagnostic, should I use some other codes, like
-psmatch2-? Any suggestions?


Abadie et al (2004) Implementing matching estimators for average
treatment effects in Stata. The Stata Journal (2004) 4, Number 3, pp.
Mirko Moro
Lecturer in Economics
Economics Division
University of Stirling
Scotland (UK)
t: +44(0)1786467479
f: +44(0)1786467469

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