I’m using Stata 13.1. I have a 3 to 1 propensity score matched data set with one observation per subject. I was considering using -lars- as a model building/variable selection method and then analyzing with -clogit- but I do not believe that -lars- (as implemented in Stata) can be used with matched data. Perhaps there is a sort of conditional version of lasso or another method for use in Stata? I haven't had luck finding anything like that here.
I also have a nominal dependent variable (employment - included in the propensity score calculation) in the same data set and it consists of 70 job classifications. Some of the levels are on the sparse side (<5) so I was wondering if there was a method to combine levels of this variable?
I also have a nominal dependent variable (employment - included in the propensity score calculation) in the same data set and it consists of 70 job classifications. Some of the levels are on the sparse side (<5) so I was wondering if there was a method to combine levels of this variable?
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