Re: st: Pstest and Sensatt

[Isobel Williams <iwilliams24@hotmail.com>]

Hi Fernando, 

Thank you very much! 

Isobel 

Sent from my iPhone

> On Mar 4, 2014, at 1:24 PM, "Fernando Rios Avila" <f.rios.a@gmail.com> wrote:
> 
> Hi Isobel,
> So, Im not familiar with the sensatt, but regarding the pstest, keep
> in mind that what you want is either small absolute biases (after
> matching) and/or non significant t-stats.
> The t stats reported are the test for whether or not any particular
> variable is statistically different between control and treatment
> sample, after matching the information. The rule of thumb should be
> the same as when you read the significance of a coefficient on a
> regression (they should be smaller than 2).
> Regarding the bias, i would not pay attention on the bias change or
> bias reduction, but the absolute bias after matching. The rule of
> thumb here is usually to have all biases after match lower than 20%.
> Ideally all your variables should have small biases, or small t-stats,
> to "accept" the model. If not, you need to modify the specification of
> the propensity score model.
> HTH
> Fernando
> 
>> On Tue, Mar 4, 2014 at 4:54 AM, Isobel Williams <iwilliams24@hotmail.com> wrote:
>> Dear All,
>> 
>> I am having some trouble interpreting my -pstest- (a user-written SSC programme) results. Most of my t-statistics are insignificant, and the most absolute biases are at less than 10% after matching. The mean absolute bias is 3.8% after matching. Is this permissible in the model? I am using 80+ parameters so I thought that a small bias of 3.8% and 24 significant t-statistics would be tolerable in the model. However, of all of these 24 significant t-statistics, the highest absolute bias level is 14%
>> 
>> I am also trying to carry out the sensatt test (also a user-written SSC programme by Becker and Ichino, 2002) on the model, however I always get the error message 'matsize too small'. I have the IC13.1; I set the matsize to 800 and I am still getting that error message. Is there any other way I can carry out the test?
>> 
>> Many thanks,
>> Isobel Williams
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