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st: RE: RE: RE: psmatch2 vs attk
From
Joe Canner <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: RE: RE: psmatch2 vs attk
Date
Wed, 26 Mar 2014 14:52:36 +0000
Rossella,
My glib answer would be that these are two different programs written by two different people who may have used different methods to implement kernel matching.
That aside, it is apparent that the two programs are not on the same page with respect to common support. There are 154 observations total (79 treated and 75 untreated), but -psmatch2- thinks there are 137 (62 trt +75 untrt) on common support and -attk- thinks there are 149 (79 trt + 70 untrt). So, that seems like it might be a good place to start. Try both commands without common support and see if they at least agree on the denominators. Then, see if you can figure out on your own what the common support should be and see if you can reverse engineer how common support is determined for each.
Maybe someone else who has "looked under the hood" of each of these programs can tell us what other differences there are.
Regards,
Joe
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Rossella Verzulli
Sent: Wednesday, March 26, 2014 10:17 AM
To: [email protected]
Subject: st: RE: RE: psmatch2 vs attk
Joe
Many thanks for your advice. However adding the common option in psmatch2 does not help to obtain the same results. I'm reporting the Stata output below.
Best
Rossella
psmatch2 T, out(performance) kernel kerneltype(normal) pscore(mypscore) common
----------------------------------------------------------------------------------------
Variable Sample | Treated Controls Difference S.E. T-stat
----------------------------+-----------------------------------------------------------
performance Unmatched | 99.7088608 100.653333 -.944472574 1.5097252 -0.63
ATT | 99.6129032 99.3059791 .306924102 1.993187 0.15
----------------------------+-----------------------------------------------------------
Note: S.E. does not take into account that the propensity score is estimated.
psmatch2: | psmatch2: Common
Treatment | support
assignment | Off suppo On suppor | Total
-----------+----------------------+----------
Untreated | 0 75 | 75
Treated | 17 62 | 79
-----------+----------------------+----------
Total | 17 137 | 154
. attk performance T, normal pscore(mypscore) comsup boot dots
The program is searching for matches of each treated unit.
This operation may take a while.
ATT estimation with the Kernel Matching method
---------------------------------------------------------
n. treat. n. contr. ATT Std. Err. t
---------------------------------------------------------
79 70 -1.568 . .
---------------------------------------------------------
Note: Analytical standard errors cannot be computed. Use
the bootstrap option to get bootstrapped standard errors.
Bootstrapping of standard errors
command: attk performance T , pscore(mypscore) comsup bwidth(.06)
statistic: attk = r(attk)
..................................................
Bootstrap statistics Number of obs = 154
Replications = 50
------------------------------------------------------------------------------
Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
attk | 50 -1.567504 -.2310363 2.32807 -6.245935 3.110928 (N)
| -6.104194 3.185225 (P)
| -5.293512 4.606492 (BC)
------------------------------------------------------------------------------
Note: N = normal
P = percentile
BC = bias-corrected
ATT estimation with the Kernel Matching method
Bootstrapped standard errors
---------------------------------------------------------
n. treat. n. contr. ATT Std. Err. t
---------------------------------------------------------
79 70 -1.568 2.328 -0.673
---------------------------------------------------------
________________________________________
Da: [email protected] [[email protected]] per conto di Joe Canner [[email protected]]
Inviato: mercoledì 26 marzo 2014 15.11
A: [email protected]
Oggetto: st: RE: psmatch2 vs attk
Rossella,
It's hard to say for sure without seeing more details, but I see that you are using the -comsup- option for -attk-, but you are not using the corresponding -common- option for -psmatch2-. Try adding that and see if it helps.
Regards,
Joe Canner
Johns Hopkins University School of Medicine
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Rossella Verzulli
Sent: Wednesday, March 26, 2014 9:58 AM
To: [email protected]
Subject: st: psmatch2 vs attk
Dear Statalist
I'm running the following commands to estimate the average treatment effects with the Kernel Matching method:
psmatch2 T, out(performance) kernel kerneltype(normal) pscore(mypscore)
attk performance T, normal pscore(mypscore) comsup
Does anybody know why psmatch2 and attk produce slightly different output?
I will very grateful for your advice.
Best,
Rossella
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