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st: Pstest and Sensatt
From
Isobel Williams <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Pstest and Sensatt
Date
Tue, 4 Mar 2014 09:54:35 +0000
Dear All,
I am having some trouble interpreting my -pstest- (a user-written SSC programme) results. Most of my t-statistics are insignificant, and the most absolute biases are at less than 10% after matching. The mean absolute bias is 3.8% after matching. Is this permissible in the model? I am using 80+ parameters so I thought that a small bias of 3.8% and 24 significant t-statistics would be tolerable in the model. However, of all of these 24 significant t-statistics, the highest absolute bias level is 14%
I am also trying to carry out the sensatt test (also a user-written SSC programme by Becker and Ichino, 2002) on the model, however I always get the error message 'matsize too small'. I have the IC13.1; I set the matsize to 800 and I am still getting that error message. Is there any other way I can carry out the test?
Many thanks,
Isobel Williams
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