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Re: st: Pstest and Sensatt
From
Isobel Williams <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Pstest and Sensatt
Date
Tue, 4 Mar 2014 16:04:39 +0000
Would you happen to know when it is possible to ignore collinearity? Some of the variables in my logit model were omitted because of collinearity, however they aren't very important in terms of interpretation- can I just leave them in?
Also, can anybody provide me with a clarification of what a 'flexible logit' is? I have been looking everywhere and am unable to find it. Any help on this would be very much appreciated.
Isobel
> On Mar 4, 2014, at 3:53 PM, "Isobel Williams" <[email protected]> wrote:
>
> Hi Fernando,
>
> Thank you very much!
>
> Isobel
>
> Sent from my iPhone
>
>> On Mar 4, 2014, at 1:24 PM, "Fernando Rios Avila" <[email protected]> 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 <[email protected]> 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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