Dear List
I have a problem with the use of the pscore and pstest commands. My sample
is a cluster sample in that the sample observations are selected by the
followings steps:
1 - The survey is made in five States and in each State we selected some
number of projects (the primary sample units - PSUs) in all sub-regions of
this State.
2 - In each project we selected a fixed number of households.
The sample weights are of the fweights form, calculated as the ratio -
number of households in each sub-region (universe) / the number of
households (observations) selected in the sample and inside that same
sub-region. Alternatively, we have a pweight, because the projects were
selected with PPS (with probability proportionate to the number of the
households in each project in the universe). This sample of projects were
selected as a sub-sample of the projects in a previous survey (that is, the
second survey was a subsample of the projects in the first survey).
We have in the survey two subsamples: a sub-sample of a program
beneficiaries and a control sub-sample.
I executed the commands pstest and pscore using a logit model with y = dummy
of participation program and yi (covariates) = variables that explain the
participation. In the first execution I executed the commands with
propensities scores obtained through non weighted logit regressions and some
models are balanced in the pstest and pscore commands. But when I use the
weighted logits, the balancing tests are not satisfied (the pscore command
stops and in the pstest the covariates are unbalanced with small p-values
and the conjoint chi-square test with low p-value, too).
My questions are:
1 - It is necessary to execute the commands with propensities scores
obtained through weighed logit regressions to estimate the atts?
2 - It is adequate to test balancing with pstest and pscore without weights
and estimate the atts with propensities scores obtained through weighted
logit regressions?
3 - I read that a sample proposal is to weight the treated observations with
the weight = 1 / propensity and the untreated with the weight = 1/(1 -
propensity). In my case, is this solution appropriate? Does it correct the
estimates considering the representation of the program effects in the
universe?
Best regards
Henrique Dantas Neder
Universidade Federal de Uberl�ndia - Minas Gerais - Brazil
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