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Re: st: Prop.score matching: assess significance t-value + slow kernel matching
From
Durk Linzel <[email protected]>
To
[email protected]
Subject
Re: st: Prop.score matching: assess significance t-value + slow kernel matching
Date
Fri, 10 Aug 2012 11:44:50 +0200
Dear Ariel,
Thank you for your response.
In the meantime I have also tried -psmatch2-. It is indeed a little
more user friendly. Frustratingly enough, I have still not be able to
get results for kernel matching. Also with -psmatch2- the computer
gets 'stuck'. What can I do to prevent this? It shouldn't be
impossible to run kernel matching with 54,452 observations, should it?
My syntax is:
. psmatch2 mutuelle male married no_edu primary secondary wealth_index
urban birthregister, kernel outcome(outpatient) kerneltype(normal)
common logit
Logistic regression Number of obs = 54452
LR chi2(8) = 2276.54
Prob > chi2 = 0.0000
Log likelihood = -33110.634 Pseudo R2 = 0.0332
------------------------------------------------------------------------------
mutuelle | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
male | -.1632353 .0187863 -8.69 0.000 -.2000557 -.1264149
married | .4163476 .021967 18.95 0.000 .3732932 .4594021
no_edu | -.8109381 .1463669 -5.54 0.000 -1.097812 -.5240643
primary | -.6586061 .1454905 -4.53 0.000 -.9437621 -.37345
secondary | -.4192023 .1486974 -2.82 0.005 -.7106439 -.1277607
wealth_index | .278155 .0076323 36.44 0.000 .2631959 .2931141
urban | -.903245 .0333668 -27.07 0.000 -.9686428 -.8378472
birthregis~r | .4453641 .035968 12.38 0.000 .3748681 .5158602
_cons | .6483167 .148126 4.38 0.000 .3579951 .9386384
------------------------------------------------------------------------------
.
.
.
Here it gets stuck.
Thanking you in advance!
Durk Linzel & Maloe Bosch
On Thu, Aug 9, 2012 at 9:41 PM, Ariel Linden, DrPH
<[email protected]> wrote:
> Hi Durk,
>
> The simple answer here is that you should consider using -psmatch2- a
> user-written program found on ssc. This program will allow you to choose
> nearest neighbor matching and kernel matching (among several options). The
> program uses regression to estimate the treatment effect and will provide
> you with the p value already.
>
> I find this program to be a lot more user friendly an intuitive that
> -pscore-.
>
> Ariel
>
>
> Date: Wed, 8 Aug 2012 13:14:46 +0200
> From: Durk Linzel <[email protected]>
> Subject: st: Prop.score matching: assess significance t-value + slow kernel
> matching
>
> Dear Stata users,
>
> I have been struggling with two problems related to propensity score
> matching for a long time. I could not find the answer in previous
> posts, nor in the literature. I use Stata 12.0 for windows, 32-bit,
> revision 25 July 2011.
>
> I am doing propensity score matching, with 8 covariates, with a
> database of 54,452 observations. I have succesfully executed nearest
> neighbor matching with Stata's user-written software called -pscore-
> and the attached -attnd-. The produced results are shown below.
>
> . attnd inpatient mutuelle male married no_edu primary secondary urban
> wealth_index birthregister, pscore(mypscore) logit comsup
> ATT estimation with Nearest Neighbor Matching method
> (random draw version)
> Analytical standard errors
> - ---------------------------------------------------------
> n. treat. n. contr. ATT Std. Err. t
> - ---------------------------------------------------------
> 36874 17569 0.029 0.002 17.768
> - ---------------------------------------------------------
>
> 1) My first question is: how can I assess the significance level of
> this result? With the t-value, I would be able to simply look up the
> significance level for a certain t-value, but I would need to know the
> degrees of freedom for the propensity score. How many degrees of
> freedom does a propensity score have? Or are there otherways within
> Stata to assess the significance of my nearest neighbor matching
> results?
>
> 2) My second question relates to kernel matching. As a complement to
> nearest neighbor I would like to execute kernel matching. The thing
> is, that if I run kernel matching with the user written software
> -attk- (also attached to -pscore-), Stata gets stuck while 'thinking'.
> I have let it run for up to several hours, but it never produced a
> result. I have tried different combinations of default bandwidth, or
> bandwidth (0.6) or bandwidth (0.03), with Epanechnikov kernel or
> Gaussian (default).With bandwidth (0.6) and Epanechnikov kernel, I
> managed to get a result, but without Standard error and t-value(see
> result below). Stata suggest to use the option for bootstrapped
> standard errors, but if I run this Stata gets stuck again. What is
> going wrong? I'm sure my large number of observations require more
> running time, but is there any way I can get it to actually produce
> results and/or run quicker?
>
> Thanking you in advance!
>
> Durk Linzel
>
>
> . attk outpatient mutuelle male married no_edu primary secondary
> wealth_index urban birthregister, pscore(mypscore) logit comsup epan
> bwidth(0.6)
>
> The program is searching for matches of each treated unit.
> This operation may take a while.
> ATT estimation with the Kernel Matching method
> - ---------------------------------------------------------
> n. treat. n. contr. ATT Std. Err. t
> - ---------------------------------------------------------
> 36874 17578 0.068 . .
> - ---------------------------------------------------------
> Note: Analytical standard errors cannot be computed. Use
> the bootstrap option to get bootstrapped standard errors.
>
> . attk outpatient mutuelle male married no_edu primary secondary
> wealth_index urban birthregister, pscore(mypscore) logit comsup epan
> bwidth(0.6) boot
>
> The program is searching for matches of each treated unit.
> This operation may take a while.
>
>
>
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