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st: stratification matching, please advice!!


From   "Jenniffer Solorzano Mosquera" <Jenniffer.Solorzano.Mosquera@jibs.hj.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: stratification matching, please advice!!
Date   Sun, 20 May 2012 13:20:59 +0200

Hi everybody, please help!!!!


I have a question that I would appreciate you can give some hints.I need to run stratification matching and then present pre-treatment outcomes ttests after matching by quintiles of pscore, to check if the pre_treatment outcomes were actually balanced. What I did was :	

1. -pscore PE  _IUO_1 _Ilisted_1 _IUOXlis_1_1  ent1_bGearing   ln_ent1_bTotalassetsthEUR change_cash_flow Age Age2 ent1_bCF_Ope _Iyear_entr_*, pscore(mypscore2) blockid(myquintiles2) comsup level(0.005) -


2.
After obtaining the pscore quantiles (myquintiles2 actually gave me 5 groups) I run the following for stratification matching:

  -      g att = .
  g seatt=.
  g weight=.
  g support=.
  g treated=.
        egen g1 = group(myquintiles2) // listed , NACE_1digit_3 , year_entry pscore_q2
        levels g1, local(gr)
        qui foreach j of local gr {
    psmatch2 PE  ///
    if g1==`j', pscore(pscore_2) out(exi1_aEBITDA_multiple) common
                replace att = r(att) if  g1==`j' & e(sample) 
    replace seatt = r(seatt) if g1==`j' & e(sample) 
    replace weight=_weight if g1==`j' & e(sample) 
    replace support=_support if g1==`j' & e(sample) 
    replace treated=_treated if g1==`j' & e(sample) -
   


3. And then I try to test if after matching the difference in means of pre-acquisition  outcome is not significant between treated and non-treated:

-  levelsof pscore_2_q, local(gg)
  foreach i of local gg {
preserve
keep if g1==`i' & support==1
pstest  ent1_bEBITDA_multiple , treated(treated) support(support) mweight(weight)
restore
} -

Is it ok? How do I test whether the ATT was significant or not considering that it was with stratification matching?.

Thanks a lot for your advice..





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