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st: standardized % bias before and after matching using the "diff" command
From
Luis Aranda <[email protected]>
To
statalist <[email protected]>
Subject
st: standardized % bias before and after matching using the "diff" command
Date
Fri, 9 Aug 2013 16:13:15 +0200
Dear all,
I am using the user-written "diff" command (Villa, Juan M. 2011) to
perform a difference-in-differences (kernel) matching estimator (as in
Heckman, Ichimura, and Todd, 1998). My data is longitudinal in nature.
My question concerns the possibility of calculating the standardized
percentage bias before and after matching (see Rosenbaum and Rubin,
1985) using the output given by the "diff" command, which will then
allow for the calculation of the achieved percentage reduction in bias
and with it a way to give credibility to the propensity score matching
methodology I am using.
The percentage covariate bias as well as the model's mean and median
biases are automatically given by other matching commands (e.g.
"pstest" from "psmatch2") as summary indicators of the distribution of
the bias. Thus, I was wondering if there exists a way within the
"diff" framework for automatically calculating them using Stata.
Many thanks in advance for your advice and kind assistance,
Luis Aranda
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