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Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
Date
Thu, 1 Jul 2010 12:45:03 -0400
The N's are different. -psmatch2- has n= 2675. -bounds reports 185
matched pairs.
Your "diff" variable was set to missing for 2490 observations.
Steve
On Thu, Jul 1, 2010 at 12:06 PM, Richard Palmer-Jones
<[email protected]> wrote:
> Dear Readers
>
> When I run rbounds after psmatch2 I find that the Hodges-Lehman
> minimum and maximum point estimates of impact are (generally)
> substantially different to the estimated ATT when the Gamma =1. Could
> someone explain this?
>
> . use lalonde.dta
>
>
>
> . psmatch2 t age age2 educ educ2 black hisp marr re74 u74 re74 re75 ,
> outcome(re78)
> note: re74 dropped because of collinearity
>
> Probit regression Number of obs = 2675
> LR chi2(10) = 882.99
> Prob > chi2 = 0.0000
> Log likelihood = -231.1534 Pseudo R2 = 0.6564
>
> ------------------------------------------------------------------------------
> t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> age | .165835 .0597947 2.77 0.006 .0486395 .2830305
> age2 | -.0031243 .0009159 -3.41 0.001 -.0049195 -.001329
> educ | .4034187 .1637615 2.46 0.014 .082452 .7243854
> educ2 | -.0233423 .0081187 -2.88 0.004 -.0392546 -.0074299
> black | 1.179666 .1692016 6.97 0.000 .8480369 1.511295
> hisp | 1.200164 .3092023 3.88 0.000 .5941388 1.80619
> marr | -1.000713 .1456276 -6.87 0.000 -1.286138 -.715288
> re74 | -.0000509 .0000141 -3.62 0.000 -.0000784 -.0000233
> u74 | .326188 .1842919 1.77 0.077 -.0350175 .6873935
> re75 | -.000103 .0000205 -5.03 0.000 -.0001431 -.0000629
> _cons | -4.082649 1.221929 -3.34 0.001 -6.477585 -1.687713
> ------------------------------------------------------------------------------
> Note: 659 failures and 0 successes completely determined.
> There are observations with identical propensity score values.
> The sort order of the data could affect your results.
> Make sure that the sort order is random before calling psmatch2.
> ----------------------------------------------------------------------------------------
> Variable Sample | Treated Controls Difference
> S.E. T-stat
> ----------------------------+-----------------------------------------------------------
> re78 Unmatched | 6349.14537 21553.9213 -15204.7759
> 1154.61435 -13.17
> ATT | 6349.14537 5387.78028 961.365096
> 1420.27513 0.68
> ----------------------------+-----------------------------------------------------------
> Note: S.E. for ATT does not take into account that the propensity
> score is estimated.
>
> | psmatch2:
> psmatch2: | Common
> Treatment | support
> assignment | On suppor | Total
> -----------+-----------+----------
> Untreated | 2,490 | 2,490
> Treated | 185 | 185
> -----------+-----------+----------
> Total | 2,675 | 2,675
>
>
> . gen diff = re78- _re78
> (2490 missing values generated)
>
> . rbounds diff, gamma(1(.2)3)
>
> Rosenbaum bounds for diff (N = 185 matched pairs)
>
> Gamma sig+ sig- t-hat+ t-hat- CI+ CI-
> ----------------------------------------------------------------------
> 1 .203558 .203558 498.13 498.13 -618.815 1671.48
> 1.2 .594682 .028425 -109.352 1108.27 -1261.98 2361.57
> 1.4 .873746 .002358 -622.61 1680.15 -1795.44 2936.95
> 1.6 .973397 .000138 -1113.6 2160.85 -2305.18 3440.96
> 1.8 .995808 6.3e-06 -1507.8 2567.3 -2722.57 3920.69
> 2 .999467 2.4e-07 -1811.98 2961.7 -3098.75 4317.7
> 2.2 .999942 8.3e-09 -2171.23 3265 -3463.81 4741.49
> 2.4 .999995 2.6e-10 -2410.04 3622.82 -3749.03 5057.69
> 2.6 1 7.3e-12 -2717.38 3919.67 -4063.75 5380.66
> 2.8 1 2.0e-13 -2960.24 4167 -4308.32 5657.37
> 3 1 5.1e-15 -3195.96 4413.54 -4566.85 5982.9
>
> * gamma - log odds of differential assignment due to unobserved factors
> sig+ - upper bound significance level
> sig- - lower bound significance level
> t-hat+ - upper bound Hodges-Lehmann point estimate
> t-hat- - lower bound Hodges-Lehmann point estimate
> CI+ - upper bound confidence interval (a= .95)
> CI- - lower bound confidence interval (a= .95)
>
> .
> end of do-file
>
> My problem is:
>
> ATT = 961
> Gammat-hat+ t-hat-
> 1 498.13 498.13
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
*
* For searches and help try:
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