השב: Re: st: Propensity score matching: Must all treated samples have a counterfactual?

[Uval <yuval.arbel@gmail.com>]

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"Sebastian Beil (dienstlich)" <sebastian.beil@ruhr-uni-bochum.de> wrote:

>Hello Ricky,
>
>if you cannot match every treated observation your estimated treatment 
>effect becomes a local one (it is bound to the matched sample). This is 
>not very rare with propensity score matching.
>
>As regards the choice of the caliper/radius you should bear in mind, 
>that matching serves the goal to balance background covariates. If that 
>can be achieved with a certain caliper everything is fine. So checking 
>the balancing property after matching is most important. On the other 
>side, a caliper size of 0.5 seems far to large (if your pscore is the 
>probability for receiving treatment) and part of your treated 
>observations are of definitely support. In that case you should stick 
>with the local average treatment effect for the treated (or reestimate 
>the pscore with a different model).
>
>Best regards,
>Sebastian
>
>Am 17.08.2013 08:33, schrieb statalist-digest:
>> Date: Fri, 16 Aug 2013 14:57:09 +0100
>> From: Ricky Lim<ricky.lim12345@gmail.com>
>> Subject: st: Propensity score matching: Must all treated samples have a counterfactual?
>>
>> Dear Statalisters,
>>
>> I ran running propensity score matching using -pscore- and would like
>> to do radius & nearest neighbour matching (nearest 3 within +- x
>> score).
>> 15 out of 20 of my treated samples have more than 3 counterfactuals
>> within 0.05 scores,
>> whereas the remaining 5 have 1 or none.
>> Their propensity scores are at the extreme and I would need to
>> increase the range to +-0.5 before they will have 3 counterfactuals
>> each.
>>
>> My questions are:
>> 1. Must every treated sample have a counterfactual / control?
>> 2. Is a radius of 0.5 score too wide? Is it be acceptable to use the
>> nearest 3 within 0.5 score?
>>
>> Any advice is deeply appreciated.
>>
>> Thank you very much in advanced.
>>
>> Regards,
>> Ricky
>
>
>-- 
>Sebastian Beil, M.A.
>
>Wissenschaftlicher Mitarbeiter
>Lehrstuhl für empirische Sozialforschung
>
>Ruhr-Universität Bochum
>Fakultät für Sozialwissenschaft
>Universitätsstr. 150
>D-44780 Bochum
>
>Raum: GB 1/32
>Tel.: +49 (0)234 32 - 27791
>e-mail: sebastian.beil@rub.de
>
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