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From | Anca Cotet <acotet@yahoo.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Question about pstest (after running psmatch2) |
Date | Wed, 31 Aug 2011 20:44:04 -0400 |
I am not sure why the weight is not 1...never happened to me Sent from my iPhone On Aug 31, 2011, at 5:00 PM, Farasat Bokhari <farasat.bokhari@yahoo.com> wrote: > thanks, but that does not seem to resove the problem: I used iweight instead of fweight and it produced identical results. further, i did a list of weights and treatement variables and the values seemed odd. based on the print out, i created a new weigth variable "mywt" and then tried the regress statement as follows: > > > ---- code ---- > > gen mywt = _weight > replace mywt = 1 if _treated == 1 & _support == 1 > > > regress x1 treatmentvar > regress x1 treatmentvar if _support == 1 [fw=mywt] > > pstest x1 > > > ---- end code ---- > > > now the results from the two regress statements match the output from pstest. this is some what odd since i thought the original _weight variable is already 1 for treateded cases but inspection showed that it could have a value greater than 1. now i am not sure if should use the built in _weight variable created after ps2match command. > > any ideas?? > > thanks in advance, > farasat > > > > > ----- Original Message ----- > From: Anca Cotet <acotet@yahoo.com> > To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> > Cc: > Sent: Wednesday, August 31, 2011 8:04 PM > Subject: Re: st: Question about pstest (after running psmatch2) > > you use fweight and pstest uses iweights. > > > > > ________________________________ > From: Farasat Bokhari <farasat.bokhari@yahoo.com> > To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> > Cc: "farasat.bokhari@yahoo.com" <farasat.bokhari@yahoo.com> > Sent: Wednesday, August 31, 2011 8:48 AM > Subject: st: Question about pstest (after running psmatch2) > > > I have run the following two codes and have a question > about the second one: > > psmatch2 treatmentvar x1 x2 x3 x4, out(outcomevar) logit > common > pstest x1 x2 x3 x4 > > The help file for the pstest states that: > > "For each variable in varlist it calculates (a) > t-tests for equality of means in the treated and non-treated groups, both > before and after matching. T-tests are based on a regression of the variable on > a treatment indicator. Before matching > this is an unweighted regression on the whole sample, after matching the > regression is weighted using the matching weight variable _weight and based on > the on-support sample" > > When i try to do this manually, i can replicate the t-value > result for the unmatched case, however, i get a very different t-value for the > matched case. I did it as follows: > > regress x1 treatmentvar > regress x1 treatmentvar if _support == 1 [fw=_weight] > > Cant figure out why the t-value on treatmentvar for the > second regression above does not match the output from pstest. > > Any help/insight would be greatly appreciated. > > * > * 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/ > > > * > * 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/