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st: -atts- does not produce standard errors in some cases


From   Ryan Turner <rjturner@cmu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: -atts- does not produce standard errors in some cases
Date   Tue, 4 Feb 2014 15:58:15 -0500

Dear Statalist,

I am using -pscore-, -atts-, and -attnd- to estimate a large number of propensity score models (Becker 2002).  In some rare cases (a relatively small subset of my total model), -atts- (ATT stratification matching) produces an estimate for ATT, but the standard error is missing (.).  -attnd- on these same models produces valid (not missing) standard errors.

What could cause this?  The missing SEs are well distributed across my model types, so I can't directly attribute it to my model (e.g., using an all-dummies pscore specification in some cases).  My only thought is that maybe I could try bootstrapping my standard errors.

I recognize I haven't given enough information to fully answer this question (e.g., a minimum reproducible example); my goal is simply to understand what might be happening, so any thoughts are appreciated.

Best,
Ryan

References:
Becker, S. O., & Ichino, A. (2002). Estimation of average treatment effects based on propensity scores. The Stata Journal, 2(4), 358–377.

--
Ryan J. Turner <rjturner@cmu.edu>
Engineering and Public Policy
Carnegie Mellon University
+1-412-304-5014 (C) | +1-484-483-3244 (GV)


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