Hello to everyone!
I wanted to ask for help regarding propensity score matching. I have a sample where I have both treated and control firms. Treated firms experience a shock "Z" at different time. So, I leave the sample of treated firms from the first quarter up until the firm quarter of a shock (to be able to predict initiation of a shock). After I run PSM basing on certain characteristics and ensure that matched firms are from the same industry and within the same year-quarter. Then, to separate matched firms I run the following code:
gen pair = _id if _treated==0
replace pair = _n1 if _treated==1
bysort pair: egen paircount = count(pair)
drop if paircount !=2
So, I leave a treated firm with a matched firm that have an ID of nearest neighbourhood (_n1). Now I want to make an artificial assignment of a shock "Z" time to a matched firm (which never experienced a shock). Say, firm A (treated) is matched with firm D. and firm A experiences a shock at t=2005q3 and onward till 2015q4. So, I want to assign "1s" to Firm B from 2005q3 to 2015q4 in the Original Sample, where firms with a shock have whole information. Please, help me to do so.
Best regards,
Alberto
I wanted to ask for help regarding propensity score matching. I have a sample where I have both treated and control firms. Treated firms experience a shock "Z" at different time. So, I leave the sample of treated firms from the first quarter up until the firm quarter of a shock (to be able to predict initiation of a shock). After I run PSM basing on certain characteristics and ensure that matched firms are from the same industry and within the same year-quarter. Then, to separate matched firms I run the following code:
gen pair = _id if _treated==0
replace pair = _n1 if _treated==1
bysort pair: egen paircount = count(pair)
drop if paircount !=2
So, I leave a treated firm with a matched firm that have an ID of nearest neighbourhood (_n1). Now I want to make an artificial assignment of a shock "Z" time to a matched firm (which never experienced a shock). Say, firm A (treated) is matched with firm D. and firm A experiences a shock at t=2005q3 and onward till 2015q4. So, I want to assign "1s" to Firm B from 2005q3 to 2015q4 in the Original Sample, where firms with a shock have whole information. Please, help me to do so.
Best regards,
Alberto
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