Hello all,
I'm running a doubly robust regression using propensity score matching (psmatch2 in the first stage and regression in the second stage weighting by the _weight variable created by psmatch2). In the second-stage regression, can the coefficients on the control variables be understood as in a standard regression? Or is the interpretation more complicated because the covariates were also used to create the _weight variable?
Thanks for the help!
I'm running a doubly robust regression using propensity score matching (psmatch2 in the first stage and regression in the second stage weighting by the _weight variable created by psmatch2). In the second-stage regression, can the coefficients on the control variables be understood as in a standard regression? Or is the interpretation more complicated because the covariates were also used to create the _weight variable?
Thanks for the help!
