re: st: nnmatch error in PSM

["Ariel Linden, DrPH" <ariel.linden@gmail.com>]

Katherine,

Posters to the Statalist are asked to indicate which program they are using
and where they got it from. In this case, you reference ?nnmatch- which is a
user written program found at http://www.stata-journal.com/software/sj4-3. 

This is not intended to be an academic exercise or ?busy-work?. In fact, it
serves an important purpose. In Stata v13, there is a built-in program -
teffects nnmatch- that is based on the original ?nnmatch- but with some
differences. Thus, others on this list have no idea which of these programs
you are referring to (let alone that you did not indicate which version of
Stata you are using (other than stating IC).

Moreover, as a note of reference, it is ?Stata? not ?STATA?.

As to your problem, you should review your memory settings. In Stata v13,
the settings are as follows (they are slightly different than in prior
versions):

set maxvar      #   [, permanently]
set niceness    #   [, permanently]
set min_memory  amt [, permanently]
set max_memory  amt [, permanently]
set segmentsize amt [, permanently]

As for ?psmatch2- (http://fmwww.bc.edu/RePEc/bocode/p), it can indeed
perform matching with and without replacement. Note that ?nnmatch- performs
variable matching whereas ?psmatch2- will allow you to perform both variable
matching and propensity score matching.

I hope this helps

Ariel

Date: Wed, 11 Sep 2013 10:25:25 -0400
From: Katherine Picho <thestatsbabe@gmail.com>
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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