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| From | Richard Goldstein <richgold@ix.netcom.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Propensity score matching: confidence intervals |
| Date | Tue, 26 Jul 2011 15:53:49 -0400 |
yes, there is a robust option for logit -- it is a "vcetype" within the vce option -- see -h logit- where you will see "vce(vcetype)" as an option and you can click on vcetype to see what types are allowed (one is "robust") Rich On 7/26/11 3:40 PM, Nyasha Tirivayi wrote: > Thanks Ariel > > Last time I checked it was not possible to add robust option in the > logit regression. When I add the bootstrap option, I get confidence > ntervals and a z-stat. Yet I thought the t-stat was the important > indicator of significance. So which one should I take? If I choose > the t-stat are you recommending manual calculation? > > Kindly advise > > N.Tirivayi > Post-doc fellow > Maastricht University > Netherlands > > On Tue, Jul 26, 2011 at 6:50 PM, Ariel Linden. DrPH > <ariel.linden@gmail.com> wrote: >> As PSMATCH2 uses regression to derive those estimates, you can do the same >> manually. In fact, I'd suggest you add robust or cluster SE's (cluster on >> pair ID). PSMATCH2 creates all the variables you'll need to run the >> regression. >> >> Ariel >> >> Date: Mon, 25 Jul 2011 23:22:34 +0200 >> From: Nyasha Tirivayi <ntirivayi@gmail.com> >> Subject: st: Propensity score matching: confidence intervals >> >> Dear All >> >> I would like to ask for your advice on the psmatch2 software. >> >> I am using psmatch2 to determine program impact. I am using the kernel >> and nearest neighbour estimators. Kindly advise on the following: >> >> 1. To report significance of ATT which test statistic should I use, >> the one labelled T-stat or the z-statistic after bootstrapping? >> 2. If I use the T-stat, is there a way of obtaining confidence >> intervals? I need to report the confidence intervals and p-valuesl for >> a medical journal. >> >> Kindly advise >> >> N. Tirivayi >> Post-doc Fellow >> Maastricht University >> Netherlands * * 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/