Dear all,
I would like to build a control-matched sample on which to run an IV (outcome variable is a continuous variable; endogenous dependent variable, a dummy), and would like to do so using a Mahal-metric matching. However, I could not find a way to use teffects psmatch with this matching, in order to obtain correct standard errors... I first built the sample with a Mahal-metric matching using psmatch2, and ran my IV; then, with nearest neighbour matching, using teffects to obtain the correct sample weights to then use in the IV. IV coefficient estimates do not differ much, but still, a little (e.g. around 0.4). Does this matter much? Is there a way to use Mahal-metric matching with teffects?
Thank you for your help.
Clotilde
I would like to build a control-matched sample on which to run an IV (outcome variable is a continuous variable; endogenous dependent variable, a dummy), and would like to do so using a Mahal-metric matching. However, I could not find a way to use teffects psmatch with this matching, in order to obtain correct standard errors... I first built the sample with a Mahal-metric matching using psmatch2, and ran my IV; then, with nearest neighbour matching, using teffects to obtain the correct sample weights to then use in the IV. IV coefficient estimates do not differ much, but still, a little (e.g. around 0.4). Does this matter much? Is there a way to use Mahal-metric matching with teffects?
Thank you for your help.
Clotilde
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