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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 17:39:45 -0400
Quite right, Richard. I should really read the command documentation!
The difference you note does not appear to be a difference of
consequence, because the CI's for ATT from -psmatch2- and
from-rbounds- overlap substantially and are very wide.
Steve
On Thu, Jul 1, 2010 at 4:52 PM, Richard Palmer-Jones
<[email protected]> wrote:
> Thanks, Steve
>
> But, unfortunately this is not the problem. he ATT is calculated for
> the treatment observations - 185, and these are used in the rbounds
> estimate of the Hodges-Lehman point estimates.
>
> Any other ideas?
>
> Richard
> .
>
>
>
>
> On Thu, Jul 1, 2010 at 5:45 PM, Steve Samuels <[email protected]> wrote:
>> 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:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
> *
> * 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:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/