Re: st: Propensity score matching: confidence intervals

[Nyasha Tirivayi <ntirivayi@gmail.com>]

Thank you for the responses. I am bit confused. in the psmatch2 code,
there is no option for vce or robust. psmatch2 appears to only allow
bootstrapping, even though the software authors say its unclear if its
valid. My core problem is obtaining confidence intervals.
Bootstrapping gives me confidence intervals based on the normal
distribution. I am interested in reporting the t-statistic. How can I
obtain confidence intervals that correspond to the t-statistic?

Secondly my t-statistic indicates strongly significant effect. After
bootstrapping, the p-value (normal distribution) is marginally
significant. Which p-value do I base my interpretation, the
t-statistic or the one after bootstrapping?

Kindly advise

N.Tirivayi




On Tue, Jul 26, 2011 at 11:47 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> On Tue, Jul 26, 2011 at 11:50 AM, 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.
>
> I would then suspect that these standard errors are too small, in that
> they don't account for the fact that some of the regressors were
> generated. There was an influential paper by Murphy and Topel (1985,
> JBES, http://www.citeulike.org/user/ctacmo/article/816962) on the
> issue, and the later elegant solution by Hardin (2002, Stata Journal,
> http://www.citeulike.org/user/ctacmo/article/4735885) that show how to
> overcome the issue.
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
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