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st: PSMATCH2 Mahalanobian matching
From
Aakanksha Pande <[email protected]>
To
[email protected]
Subject
st: PSMATCH2 Mahalanobian matching
Date
Sat, 3 Dec 2011 18:54:05 -0500
Hi,
I am using PSMATCH2 to perform Mahalanobian matching with calipers defined
by .25* std dev of propensity score and would appreciate clarification on
the following three questions, for which I am having a hard time finding
answers to.
My code is:
set seed 1234
generate x= uniform()
sort x
label variable x "Random variable"
bs, reps(1000): psmatch2 treatment, ///
out(y) ///
mahalanobis(x1 x2 x3 x4) ///
caliper (.11116)
My unanswered questions are on:
1.Does this code do Mahalanobian matching with replacement? If so, does
psmatch2 adjust for the number of times the control observation is used as
a match for different treatments? If not, how does one do so.
2. Bootstrap: Can I use these bootstrap standard errors even though they
are not based on a kernel estimator as suggested by Abadie and Imbens?
3. Is the matching based on Mahanalobian distance a one to one or many to
one match? If many to one, does psmatch2 appropriately weight for number of
matches?
Thank you for your help.
best
Aaka
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