st: RE: Propensity Score Matching, fixing date variable when matching using psmatch2

["Lim, Daniel" <danielyewmaolim@fas.harvard.edu>]

Hi Mario,

Perhaps you could implement a fixed effects logit instead of a probit in your first stage? 

clogit unmplyd [indepvars], group(year) robust
predict ps
psmatch2 unmplyd, outcome(wage) pscore(ps) ate cal(0.0001)

Daniel

--
Daniel Yew Mao Lim
Department of Government
Harvard University
http://scholar.harvard.edu/danielyewmaolim
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mario Reinhold [Mario.Reinhold@mailbox.tu-dresden.de]
Sent: Thursday, October 20, 2011 4:50 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Propensity Score Matching, fixing date variable when matching      using psmatch2

For my diploma thesis I want to conduct Propensity Score matching. I
try and extimate the wage reduction of persons that became unemployed
and find a new job then after. In order to control for the
macroeconomic circumstances in which a person finds a new job, I would
like to 'fix' the year of the treated and untreated persons when
matching, e.g. the age or the education does not have to be
necessarily the same when matching, however the 'year' observed must
be the same. One way would be to create subsamples, that is
restricting the estimation to one certain year (or period) but that is
not really what I want as I would have to conduct the same estimation
20 times and it would only tell me 20 times how the situation in year
t=1 to t=20 which is not sensible if I want to estimate a generalised
effect over the 20 years observed.

The statistical model hence is:
ATT= E[y_it|D_i=1, P(x)] - E[y_it|D=0, P(x)]

with
t... date
i... individual
y... outcome
D... treatment

instead of:

ATT= E[y_i|D_i=1, P(x)] - E[y_i|D=0, P(x)]

Is there a way to conduct this analysis using psmatch2?
So far, my command is:
psmatch2 unmplyd, outcome(wage) pscore(ps) ate cal(0.0001)

where ps is estimated beforehands using probit.

I am sorry but I could not find anything related here on statalist.
I would be more than happy if I could receive some help.

Regards and thanks to all of you in advance,


Mario Reinhold
______________
graduand at Technische Universität Dresden (Germany)

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