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  • Propensity Score Matching with/ without caliper

    Hello,

    I am conducting propensity score matching and am currently in the process of choosing the best matching algorithm. The following commands (one with, one without caliper) both turn out the same results:

    psmatch2 DyslexicHybrid, outcome(MCS6_FCENGL00) pscore(pc_pscoreAll) neighbor(1)
    There are observations with identical propensity score values.
    The sort order of the data could affect your results.
    Make sure that the sort order is random before calling psmatch2.
    ----------------------------------------------------------------------------------------
    Variable Sample | Treated Controls Difference S.E. T-stat
    ----------------------------+-----------------------------------------------------------
    MCS6_FCENGL00 Unmatched | 2.64098074 3.05025563 -.409274894 .030343766 -13.49
    ATT | 2.64098074 2.99649737 -.355516637 .042629207 -8.34
    ----------------------------+-----------------------------------------------------------
    Note: S.E. does not take into account that the propensity score is estimated.

    | psmatch2:
    psmatch2: | Common
    Treatment | support
    assignment | On suppor | Total
    -----------+-----------+----------
    Untreated | 9,193 | 9,193
    Treated | 571 | 571
    -----------+-----------+----------
    Total | 9,764 | 9,764

    psmatch2 DyslexicHybrid, outcome(MCS6_FCENGL00) pscore(pc_pscoreAll) caliper(0.12201792) ne
    > ighbor(1)

    There are observations with identical propensity score values.
    The sort order of the data could affect your results.
    Make sure that the sort order is random before calling psmatch2.
    ----------------------------------------------------------------------------------------
    Variable Sample | Treated Controls Difference S.E. T-stat
    ----------------------------+-----------------------------------------------------------
    MCS6_FCENGL00 Unmatched | 2.64098074 3.05025563 -.409274894 .030343766 -13.49
    ATT | 2.64098074 2.99649737 -.355516637 .042629207 -8.34
    ----------------------------+-----------------------------------------------------------
    Note: S.E. does not take into account that the propensity score is estimated.

    | psmatch2:
    psmatch2: | Common
    Treatment | support
    assignment | On suppor | Total
    -----------+-----------+----------
    Untreated | 9,193 | 9,193
    Treated | 571 | 571
    -----------+-----------+----------
    Total | 9,764 | 9,764


    Does this suggest that the nn matching is happening within the caliper distance anyway?

    Thank-you.

  • #2
    You should put your output inside code delimiters to make it easier to read (the octothorpe #).

    Could you put up kernel densities of your PS by treatment group? The caliper might be so large that it is a constraint that does not bind at all.

    Also, did you listen to Stata's advice and shuffle your data before matching?
    Last edited by Dimitriy V. Masterov; 26 Oct 2017, 09:57.

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