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st: Match treated to not-treated firms
From
Laura-Sophie Henning <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Match treated to not-treated firms
Date
Thu, 20 Mar 2014 13:12:54 +0100
Dear all,
I want to identify matches for a set of treated firms and am not sure which matching command allows best to incorporate my matching criteria.
My sample includes 300 treated and 25,000 not-treated firms. The binary variable "treated" (either 0 or 1) indicates treatment. The sample spans the years 2000-2011, across all 2-digit SIC codes.
For each treated firm, I would like to find 5 non-treated matches (with replacement). I would want non-treated matches to be in the same year, 2-digit SIC industry, and size quintile (total assets), and to have the smallest possible absolute difference in terms of book-to-market ratio.
I had a look at cem, nmatch and mahapick but did not find a way to account for all these criteria. Can somebody help? Thanks in advance!
Kind regards,
Laura Sophie Henning
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