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st: Significance test with -pscore- and -attnd-


From   Lukas Borkowski <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Significance test with -pscore- and -attnd-
Date   Fri, 9 Aug 2013 17:32:23 +0200

Dear Statalist,

I am using Stata 12.1 and run an impact evaluation on a two-period panel dataset using -pscore- and related commands (written by Sascha O. Becker and Andrea Ichino). I got myself a bit confused and would really appreciate your help:

After running -pscore- to estimate the propensity score using the first panel round (baseline data) only, should I 

- keep only matched observations?
- keep only observations within the common support?
- estimate the ATT with -attnd- using both panel rounds or only the post round?
- Do I have to convert my dataset from long to wide to estimate the ATT?

Moreover, the -attnd- command provides the standard error and a t-statistic. How can I see whether the ATT is significant (as, for example, shown but not explained in Khandker et al., 2010)?

Thank your very much for your help!

Best,

Lukas

#
Lukas Borkowski
University of London, School of Oriental and African Studies (SOAS)

M: [email protected]




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