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st: RE: RE: psmatch2 vs attk
From
Rossella Verzulli <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: RE: psmatch2 vs attk
Date
Wed, 26 Mar 2014 14:17:24 +0000
Joe
Many thanks for your advice. However adding the common option in psmatch2 does not help to obtain the same results. I'm reporting the Stata output below.
Best
Rossella
psmatch2 T, out(performance) kernel kerneltype(normal) pscore(mypscore) common
----------------------------------------------------------------------------------------
Variable Sample | Treated Controls Difference S.E. T-stat
----------------------------+-----------------------------------------------------------
performance Unmatched | 99.7088608 100.653333 -.944472574 1.5097252 -0.63
ATT | 99.6129032 99.3059791 .306924102 1.993187 0.15
----------------------------+-----------------------------------------------------------
Note: S.E. does not take into account that the propensity score is estimated.
psmatch2: | psmatch2: Common
Treatment | support
assignment | Off suppo On suppor | Total
-----------+----------------------+----------
Untreated | 0 75 | 75
Treated | 17 62 | 79
-----------+----------------------+----------
Total | 17 137 | 154
. attk performance T, normal pscore(mypscore) comsup boot dots
The program is searching for matches of each treated unit.
This operation may take a while.
ATT estimation with the Kernel Matching method
---------------------------------------------------------
n. treat. n. contr. ATT Std. Err. t
---------------------------------------------------------
79 70 -1.568 . .
---------------------------------------------------------
Note: Analytical standard errors cannot be computed. Use
the bootstrap option to get bootstrapped standard errors.
Bootstrapping of standard errors
command: attk performance T , pscore(mypscore) comsup bwidth(.06)
statistic: attk = r(attk)
..................................................
Bootstrap statistics Number of obs = 154
Replications = 50
------------------------------------------------------------------------------
Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
attk | 50 -1.567504 -.2310363 2.32807 -6.245935 3.110928 (N)
| -6.104194 3.185225 (P)
| -5.293512 4.606492 (BC)
------------------------------------------------------------------------------
Note: N = normal
P = percentile
BC = bias-corrected
ATT estimation with the Kernel Matching method
Bootstrapped standard errors
---------------------------------------------------------
n. treat. n. contr. ATT Std. Err. t
---------------------------------------------------------
79 70 -1.568 2.328 -0.673
---------------------------------------------------------
________________________________________
Da: [email protected] [[email protected]] per conto di Joe Canner [[email protected]]
Inviato: mercoledì 26 marzo 2014 15.11
A: [email protected]
Oggetto: st: RE: psmatch2 vs attk
Rossella,
It's hard to say for sure without seeing more details, but I see that you are using the -comsup- option for -attk-, but you are not using the corresponding -common- option for -psmatch2-. Try adding that and see if it helps.
Regards,
Joe Canner
Johns Hopkins University School of Medicine
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Rossella Verzulli
Sent: Wednesday, March 26, 2014 9:58 AM
To: [email protected]
Subject: st: psmatch2 vs attk
Dear Statalist
I'm running the following commands to estimate the average treatment effects with the Kernel Matching method:
psmatch2 T, out(performance) kernel kerneltype(normal) pscore(mypscore)
attk performance T, normal pscore(mypscore) comsup
Does anybody know why psmatch2 and attk produce slightly different output?
I will very grateful for your advice.
Best,
Rossella
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