Re: st: Propensity score matching: Must all treated samples have a counterfactual?

["Sebastian Beil (dienstlich)" <sebastian.beil@ruhr-uni-bochum.de>]

Hello Ricky,

if you cannot match every treated observation your estimated treatment 
effect becomes a local one (it is bound to the matched sample). This is 
not very rare with propensity score matching.

As regards the choice of the caliper/radius you should bear in mind, 
that matching serves the goal to balance background covariates. If that 
can be achieved with a certain caliper everything is fine. So checking 
the balancing property after matching is most important. On the other 
side, a caliper size of 0.5 seems far to large (if your pscore is the 
probability for receiving treatment) and part of your treated 
observations are of definitely support. In that case you should stick 
with the local average treatment effect for the treated (or reestimate 
the pscore with a different model).

Best regards,
Sebastian

Am 17.08.2013 08:33, schrieb statalist-digest:
> Date: Fri, 16 Aug 2013 14:57:09 +0100
> From: Ricky Lim<ricky.lim12345@gmail.com>
> Subject: st: Propensity score matching: Must all treated samples have a counterfactual?
>
> Dear Statalisters,
>
> I ran running propensity score matching using -pscore- and would like
> to do radius & nearest neighbour matching (nearest 3 within +- x
> score).
> 15 out of 20 of my treated samples have more than 3 counterfactuals
> within 0.05 scores,
> whereas the remaining 5 have 1 or none.
> Their propensity scores are at the extreme and I would need to
> increase the range to +-0.5 before they will have 3 counterfactuals
> each.
>
> My questions are:
> 1. Must every treated sample have a counterfactual / control?
> 2. Is a radius of 0.5 score too wide? Is it be acceptable to use the
> nearest 3 within 0.5 score?
>
> Any advice is deeply appreciated.
>
> Thank you very much in advanced.
>
> Regards,
> Ricky


--
Sebastian Beil, M.A.

Wissenschaftlicher Mitarbeiter
Lehrstuhl für empirische Sozialforschung

Ruhr-Universität Bochum
Fakultät für Sozialwissenschaft
Universitätsstr. 150
D-44780 Bochum

Raum: GB 1/32
Tel.: +49 (0)234 32 - 27791
e-mail: sebastian.beil@rub.de

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