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st: psmatch2 - exact matching with mahalanobis metric


From   Vincenzo Mariani <[email protected]>
To   Statalist <[email protected]>
Subject   st: psmatch2 - exact matching with mahalanobis metric
Date   Tue, 2 Oct 2012 15:17:42 +0200

Dear Users,

I'm trying to implement mahalanobis metric matching using psmatch2,
but I'm not able to exact match on a covariate (say, X). With other
matching algorithms, the propensity score can be appropriately
modified to achieve exact matching, as explained here, for instance:

http://www.stata.com/statalist/archive/2010-09/msg00073.html

In my case, I am thinking to solve the problem by performing a
matching iteration for each value of X.  psmatch2 then gives me, for
each obs, the couple (outcome, _outcome), where _outcome is the
outcome of the counterfactual unit.

Then ATT=mean(outcome)-mean(_outcome) for treated. But how do I find
the appropriate (bootstrap) standard errors?

Any help appreciated.

Many thanks,

Vincenzo
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