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From | "Sarah Edgington" <sedging@ucla.edu> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Match two samples in stata |
Date | Thu, 26 Jul 2012 11:33:21 -0700 |
Eln, I think you need to define what you mean by "matching" in this context. As you've noted, you've received some answers about propensity score matching in particular. That's one strategy for matching samples. It's not the only one, though. The problem seems to be that you haven't made it clear what your end goal is. Are you trying to define a comparison group for a particular sample? How to do the matching really depends on what you're going to do with the information afterward. From some of your previous posts it sounds like whether a company issued a bond is the outcome you're interested in studying. If that's the case you don't want to match the bond issuers with non-bond issuers, you want to model the process. Probably by running a logit (or probit) model as suggested in previous threads. In that case you would be controlling for size and industry but there's no matching involved. If you define your research question and what strategy you want to use to answer it this list may be able to help you implement that strategy. But so far you haven't done that, and you can't really expect people to magically know what kind of matching you want to do or what your data needs to look like to meet your goals. I could certainly tell you how to write code that would take your sample A and select from sample B the first firm of the same size and industry. That's unlikely to actually be useful for the vast majority of research questions and if whether a company issues bonds is the outcome you want to investigate then it's almost certainly the wrong strategy completely. Nonetheless, it can be easily enough done. You'd still have to deal questions like: what do you do when a firm in sample A doesn't have an exact match in sample B? That complication is one of the reasons strategies like propensity score matching tend to be popular. If you're unclear about what your question is and what kind of analysis you want to do you will probably benefit a great deal from figuring that out before you tackle the question of how to write the relevant Stata code. -Sarah -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of KASHEFIPOUR E. Sent: Thursday, July 26, 2012 8:44 AM To: statalist@hsphsun2.harvard.edu Subject: RE: st: Match two samples in stata Hi Ronnie, The provided answers were for Propensity Score Matching, but now I am looking at very simple matching. I appreciate if you could forward any previous answer related to this in the case if it was ignored. Best -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu on behalf of Ronnie Babigumira Sent: Thu 26/07/2012 16:29 To: statalist@hsphsun2.harvard.edu Subject: Re: st: Match two samples in stata Eln, Others have provided useful answers to you questions about matching yet somehow I feel that you have ignored these answers. Did you for example look at the references Adam shared? Caliendo, M., & Kopeinig, S. (2008). Some practical guidance for the implementation of propensity score matching. Journal of Economic Surveys, 22, 31-72. Stuart, E. A. (2010). Matching methods for causal inference: A review and a look forward. Statistical Science, 25, 1-21. Ronnie -- 010100100110111101101110011011100110100101100101 On Thursday, July 26, 2012 at 6:22 PM, KASHEFIPOUR E. wrote: > Hi all, > > I have two samples and want to match them with their size and industry. Is there anyway to do it in stata? > > Best, > Eln > > > Attachments: > - winmail.dat > * * 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/