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st: Statistical Matching
From
"Gillette, Ryan (Volunteer)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Statistical Matching
Date
Tue, 19 Jul 2011 12:26:13 -0400
Hello,
I am trying to match comparable observations between two large datasets (300,000 to 3 million observations, depending which ones I decide to use). I am not trying to calculate a treatment effect, but rather identify the id number or observation number of an observation's closest match. I am matching across a few variables, some of which I want to weight more than others in terms of required precision. I don't think I will be able to use a propensity score, as it doesn't seem appropriate for my task.
Does anyone know a program in Stata that can do these things? I have used -nnmatch- before, but with such a large dataset I worry it could take days to process. Is there a way to speed it up? Any ideas would be much appreciated!
Thanks,
Ryan
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