st: RE: nnmatch error in PSM

[Joe Canner <jcanner1@jhmi.edu>]

Katherine,

I don't have much experience with -nnmatch- but I have had good success with -psmatch2-, which generates the propensity scores and does the matching all in one step.  It seems to be a little more robust and efficient than the -pscore-/-nnmatch- combination.

Regards,
Joe Canner
Johns Hopkins University School of Medicine

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Katherine Picho
Sent: Wednesday, September 11, 2013 10:25 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: nnmatch error in PSM

Hi all

I'm currently attempting propensity score matching with nearest neighbor using the nnmatch.

However, at some point in running my ado file, STATA returns an error
message: "Insufficient memory to create more variables:Either increase memory or decrease m"

 I only have about 290 variables in the current dataset (21k observations).
 I'm only matching using 3 variables. I'm using STATA IC and the max # var is 2048 (which is way more that I could ever use for this specific purpose).

Even when I reduce the dataset to only 40 variables, and still match on the 3 variables of interest, the problem/ error code remains the same.
I have 3615 treatment observations that I'd like to match from a pool of about 16,500 controls (so theoretically this should not be a
problem)
My matching variables are categorical

the nnmatch command that I run (where I run into trouble) is:

nnmatch Depvar trtmt pscore, tc(att) m(1) keep(matched_att) replace

this is where it generates the error message.

I tried to remedy potential memory problems like- compressing the data/ variables. expanding the memory. (help query, within stata itself), etc, Nothing works. A search on the statalist archives indicates that a few people have run into the same problems using
nnmatch-- but none of the queries I found had received any responses on how to fix the problem.

If anyone here has run into a similar issue that they were able to fix, please let me know. Thanks!

Katherine
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