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  • How to construct the distribution of propensity scores calculated from the pre-match conditional logistic regression?

    Dear Statalists,

    Hope my message finds you well.

    I am trying to construct an estimated propensity score distributions, something just like the following table:
    Click image for larger version

Name:	psm.JPG
Views:	1
Size:	30.0 KB
ID:	1551565




    However, I couldn't get similar results of the estimated propensity scores between the treatment group and the control group just like the above table. Do you think anything wrong with my code at below? I will be really grateful if you can enlighten me on this matter! Many thanks for your time in advance!


    The code I use is here:

    Code:
    logit interest C1 C2 C3 C4 C5 C6 C7 C8 i.sic2 i.year, cluster(gvkey)
    predict pscore, pr
    psmatch2 interest, pscore(pscore) outcome(outcome) common logit noreplacement neighbor(1)
    sum pscore if _support ==1 & _treated == 1
    /*
    
        Variable |        Obs        Mean    Std. Dev.       Min        Max
    -------------+---------------------------------------------------------
          pscore |      9,068    .6896252    .1012362    .103979   .7887203
    */
    
    sum pscore if _support ==1 & _treated == 0
    /*
    
        Variable |        Obs        Mean    Std. Dev.       Min        Max
    -------------+---------------------------------------------------------
          pscore |      9,068    .7502024    .1615531   .1046714   .9877867
    
    */
    Here is the data for the propensity score matching sample analysis:

    ----------------------- copy starting from the next line -----------------------
    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input long gvkey float year double outcome float(interest C1 C2 C3 C4 C5 C6 C7 C8)
    164369 2008   2.7151388251357647 0  4.941493 2.3397484    .04949314  .0011388769    .6228577 2.1972246  3.399774     .3348027
      6972 2010    1.877890721292218 0  8.228337 1.2218844    .06362372  .0021731863    .2981712  3.555348  9.990268   -.11383753
    121080 2011    5.789910082736212 0  5.718251  .3230231  -.005164733     .2059618   .10280184  2.772589 .28878707   .034578934
     25880 2006    .9129787190630863 0  7.555758 2.5215795    .10379408    .06224208   .11737715  2.772589  6.100691    .07997912
      2220 2013    -.517168168559228 0  8.128228 1.1787469   .022955095     .1095001   .17968656 3.6888795 11.061206   .030667856
     13286 1996   1.4279352938831034 0 3.6820815  7.668733     .2294294 .00013128913    .7831307  2.397895  8.671361     .4283204
      2220 2016  -.05752226015445347 0 8.2559595 1.5130007   .007304239    .07458527    .2191921    3.7612 11.061206   .024130935
     12478 2005   .03850207508012066 0  6.892303  1.301922   .067274585    .21416065  .006970892  3.465736  1.593584   -.06859488
     63763 2010    .8533218931592794 0  5.622948 2.2000134    .11763112  .0004418873    .1795818  2.772589        15    .05194013
     22761 2006    5.842759298255464 0 1.9624863 1.1138963   -.05550091    .02257934   .27188423 1.7917595 1.6623433    .06516982
      6314 1994  -2.1405365537128573 0 4.7000256  .8469395   -.06208276     .6435176  .009877217   2.70805 10.472455  -.027114363
      8062 1987   -.6311820936159533 0   5.20028  .7457203    .04536656     .3020717    .1689802 3.3322046  5.654603    .20076445
      1410 2017  .005293535473093136 0  8.246067 1.0301005  .0009966951     .2999979  .016471699 4.0253515  5.578954    .06004237
    147660 2003    1.240827751938839 0  5.899105 2.1979485    .08132467 .00049899204    .4351308   1.94591 .26086003    .24689575
    142230 2003   1.0000000000000002 0  7.085587 1.6235653    .07380481     .2938826   .10009844 1.7917595  3.816594     .1166529
     12548 1992  -1.5484953353502962 0  3.222589 1.7095604    .07531981   .005524733   .28362492   1.94591         3     .1098906
      1618 1992   1.3546456227677068 0  5.126283  .6906942   -.04053685     .6301395   .02792921  3.465736 2.2422137    .05459485
    126718 2009   -.6762281847753096 0  4.850224 .29697958  -.035767674     .6034774   .13233256  2.564949  3.358122     -.219864
     10386 2003   -.5724263785967659 0  7.652451  .6231297 .00004748789    .31794265   .16364327  3.988984  7.965487    .35362405
      4100 1987   2.8374141059872247 0 4.0045295  3.544812     .1480509            0   .28671187  1.609438         7     .5537217
      4100 1991   .16590176391269484 0  5.612796 2.2755733    .12359214    .00955559    .5504091 2.1972246         7    .19899605
     12455 1994   -2.335805594663573 0  3.050268  2.909669    .11812887    .05695213   .28961697 2.3025851  2.918099     2.674445
      5783 1994    1.334172879918378 0  6.901434  .9605718    .04064813     .3848199 .0021555824  2.564949  7.613435     .1828545
     10321 1994   1.6852743623384034 0  1.693595  1.386537  -.063798495    .03129403   .13200957  2.484907 1.7443675    .14139381
      3760 1993    5.282551401801539 0  6.764265  .6050124   -.06981066     .3103237   .22157286  3.218876        14  -.034121692
      8280 1985    .7756861318876593 0 4.5982666    1.0734    .05738481     .2691238   .31372845  2.833213  7.632016  -.032054167
      4819 1987     .643421873563806 0 4.4029927 1.0348552    .04952567     .2990212   .10289492   2.70805   2.60677   -.05939956
      2950 1998   -2.099009382845761 0  5.910829  1.901487    .04137806      .416695  .005625833  3.367296  4.921085     .5363843
    141469 2012  -1.2765829637626536 0  4.893981 1.0609934   .017754937    .09143824   .15493242   2.70805 10.734857    .02119158
      6158 2007   .18819759100102595 0  7.313248  .8967813  .0007933111     .3998277    .0416355  3.218876 13.441359    .06955912
     29647 1995   1.8240852097892408 0  6.007872 1.2666638    .04310444    .22275054  .005159647 1.3862944  1.654253     .2308718
      7346 1984   -.5516785330456541 0  2.953607  1.674413    .14169492     .0884546   .02190352 1.7917595 4.2080507     .2397838
     13452 1996   -.2829430684776136 0  5.047648   1.26331    .08687105     .3196473  .017583646  2.397895   7.90572    .02865502
      6845 2008    1.706167496046592 0  5.470959  .4390272   -.02118744    .07813974    .0574703   3.73767   6.25397   -.09790082
     12884 1994   3.3081934308885663 0  5.234723 1.5790328    .06271413     .2024646    .6812982 2.3025851   3.26822      .368917
      9355 1988    .7651523675933984 0  5.577637  .8157543   .027412023     .5852877  .011609175  3.178054  .9487611    1.7504476
    141363 2012   -.3757030361910363 0  8.632856 1.0189757   -.04037278     .4215336  .017606882  2.772589  6.548636    -.0942289
      6550 1998    4.926316194082722 0  5.819979  .7061247   .036380634      .467241 .0003264434  2.833213   5.90115     .0867041
      8655 1999    1.827120168761847 0  6.854558 1.4133515    .02334335    .38783625  .006609414 3.2580965  13.55777     .1712541
     25433 1995   -4.992065538675761 0 2.3066766 1.5072204    -.5023404  .0088542355    .5208644  1.609438  4.086528    .33311325
    141359 2005    .6042671843277878 0  5.767577  2.953095     .1753054            0   .29003134 2.1972246    6.7105     .6374717
     10597 2003   .17320155669581272 0  4.952865  .4839879   .029029524            0   .29085323  3.988984 11.351412     .2449137
     11559 1993   .03550138637232053 0  7.516976 1.1474441   .010746613    .23716825    .0995379  3.713572  2.874323    .23926194
     62962 1998  -.06836517951702736 0  2.995982  .5740565   -.19660085     .0846395 .0002013987   1.94591 1.5381507    .05342843
      3015 1997    .5407504496050896 0  7.708154   .742048    .04199595            0     .674591  3.871201  13.56437 -.0022525473
     20800 1997   3.0202639517334986 0   2.03901  6.654783    -.5678771    .06894367    .5133411  2.397895         3   -.03087886
     12656 1992   2.7167743964461275 0 4.4878607  .9384832    .06674838     .3178399  .011660726 2.0794415  9.716379    .07247717
     11670 2001    .4054602860864813 0  5.604614  .3170861    .01632085     .1950897    .3549252   3.73767  5.004245     .1746613
     10534 1989  -.29408472401995406 0 1.9644514 1.5883465   .070396855     .2487971  .006450708   1.94591  6.120647     .1604076
     12171 1989    .4475373897698969 0  4.484843  1.194007    .08866156     .2218785  .020121133  1.609438 2.4515684     .6543449
    112876 2018   .18408873257062738 0 10.223394   1.40257   .073238805     .3276201  .007198551  3.178054 1.1968392    .24939555
      6297 1993   -.5737006717179509 0  4.831836  3.099242    .14519176    .01878736     .361102  2.484907         4     .1289932
    270281 2009   .49704487735235636 0  9.486707 1.0563649   .005593511     .4374549   .03871228 2.1972246  3.465312    -.4217348
     29734 2003    .7558095130050375 0  6.244322 1.0166404    .01147783     .4594853 .0002013987  2.484907  4.671303     .1012119
     10983 1982    .9267758981646528 0  8.986368  .5637748    .06677045     .3177047  .015196467  3.496508  8.827681  -.006628839
    178765 2013  -3.8000673628476234 0  6.787039 3.1649165     .2335321    .03629139    .7140626 2.1972246  1.618597    .12650187
     23224 2005  -1.2765541743166589 0  6.060804   2.98549    .10156745            0    .2437115  2.833213 2.6716316   .016655413
    178973 2018   1.0000000000000002 0  6.633724 1.0802661  -.009271243     .4217074   .07022943   2.70805  2.424366  -.008360537
    117862 2003   -.1200149711693943 0  6.883873  .8158029    .02806227    .27518675   .11071283 2.0794415  7.808562   .074196294
      8726 1992   1.4031565384242957 0  6.009837   4.97575    .19349954   .003206385   .26380098  3.496508 4.1970882   .005819848
    113301 1999   -.6295955303011547 0  6.696267 1.1947258    .01014358     .2225079    .0375226 1.3862944  .7019444     .2904366
     60939 1999    .3633735999209664 0  5.301433  .5543429   .026671784     .5007171  .012844924 1.7917595  .6268463    .12329298
    162957 2012   -.8926926472680357 0  8.695122 1.1103216    .06419807     .4148821    .2132012  2.564949         8   -.04425912
      8087 2015   .31760857281833105 0 4.2574835  .8351458  -.015148941            0    .3109214  3.583519  2.407346    .05896406
    205942 2016   1.6936797425487313 0  9.488034 1.3349293  -.008671584      .330768   .16759847  2.890372 8.8295765     .2745142
     11118 1980   .39588405378917735 0  4.154169  .7959328    .10300004    .04441804   .10416176 3.0445225         3    .21717165
      4162 2002   -2.527073165381847 0 4.6277237 1.0857344   .005719537   .010841963    .2352734 3.0445225 4.7057686    .07809438
      3639 2017    .8323803073119759 0  7.197649 1.2259645   -.00838818    .15550914   .05131914  4.060443  7.485832   .016553724
     13839 2002  -1.3493559604081735 0  6.765648 1.2106855     .0417658     .2568762   .03838032  2.833213 4.0570436    .05630494
      8512 1982   1.2833095706234448 0 3.6390324  .6913218  -.014925766     .6513926   .22590987 2.1972246  8.032617    .15929507
     10733 1998 -.036367867752724714 0  4.199245  .9737098     .0719431    .13354577  .023815956  2.833213 3.0060894    .13365921
    157855 2006  -3.6049274683973564 0  6.074769   9.17629    .06549526  .0001760921    .4774364 2.0794415  5.348934     .7568079
     24926 2000    2.460762609222196 0  7.208655  .7901936    .07164522      .270818  .003884317 2.3025851 1.7541965    .14230157
    141001 2011  -.26112835283521346 0  7.655725  1.203201   .033086967    .12148739   .15468085  2.564949  4.425479    .27533144
      6509 1986    3.038172297867755 0  4.503337 1.1647513   -.08243097     .3635525    .1364512  3.135494  5.940967    -.4822545
      4413 1990                    0 0 1.7833912  1.457815    .05798319     .1808854   .04941177  2.833213  6.909463    .12959771
     25598 1993   3.1268423190733743 0  5.010028  8.734419     .1702166  .0007209585    .5337105   1.94591 2.0281293    1.1652509
     61746 2003   1.3519640644251643 0  4.835059 1.3555102   -.03924638     .4134524   .00361553 2.1972246  6.465073   .028999336
      5987 1989    .3326664641131246 0  5.601879  .6404728   -.05515714     .7394778   .12324359 3.2580965   7.17854    .06281358
     13346 1989  -1.8429487395643784 0  .8989411  .7309195    .25813144            0   .05738706 1.3862944 4.6459155     .4406566
     10642 1983    2.955520579430436 0  3.627084  .8805215   -.09906124     .5468095   .02534372  2.484907 .26086003    2.0021212
      6124 1989   -.4657731215029005 0  5.462488  .3980898   -.04055023     .4812466   .06855395 2.0794415         6   -.02651681
      3184 2000    2.950774344874451 0  3.417333  .7414843   -.26348072     .7741179  .027125426  3.178054  1.490267     .3800611
      1618 1990   1.8152088439899314 0  5.271121  .6823962  -.012043117     .6387486  .018686354 3.4011974 2.2422137   -.07288223
    109919 2015    .9999999999999998 0  5.748491  .5268932    .02440735  .0004537333   .12157135  2.995732  8.775725  -.009178414
     31144 1999    .8289155340810239 0 4.0015163  3.707146    .04352517   .007103729    .4659022   1.94591 2.2512262    .11281387
    145042 2006   .07738255015280415 0  5.601598  3.898108    .09466919            0   .11135683  2.397895  6.297567    .16519707
    177943 2015   3.2008980142755936 0  5.914851  1.575021   -.02960332    .17308043   .09190308 2.6390574         8  -.010837157
     12075 1992    .8837298529231171 0  4.326699 1.5705885   -.06182789     .3569526   .13526832 2.0794415 1.9482907   .017411329
     23877 2009     .562523516027787 0  9.007799  .6359742       .02967      .307878    .2278397  2.995732  3.896391    .16702527
      7107 1997   2.5755239254761273 0  5.537684 1.2188137    .06389887    .18893585  .008327791   2.70805 8.0002165    .17728986
      2788 1988   2.3814026175161627 0   3.93847  .6397156    .04894819      .210334  .006213479 1.7917595  6.542931    .09362514
    270281 2007    2.354103030119429 0  9.129959 1.8445626    .09894737     .2081028   .04779043   1.94591  3.465312     .5198111
      4311 1985   1.8203060563233397 0  5.284553  .6230394   .027029494    .16992055   .11720216  1.609438  3.778731     .2325612
    140679 2002   1.5022829437080305 0 4.1027756  1.602758   -.05483573            0    .6827196   1.94591 1.0943761   -.07306614
    140679 2001   1.4009208112871445 0   4.09276  5.623951    .02181788 .00021074327    .7991487 1.7917595 1.0943761     .4224342
     24038 1995   -2.111551005597044 0  5.281237  3.690279   .025262825    .06164507   .06741162   1.94591 4.3626614    .16775423
     25749 2018   .02967767976258312 0  7.896497  1.474142    .05867364     .2777254   .01556113 3.3322046 2.0159633    .29469892
     63763 2005    2.155106933492148 0  5.308787  2.890524    .12442543            0   .28867173  2.397895        15     .1762503
      1706 2011    .2809878186922796 0  7.628849  .9257875    .05424225    .27594712  .021501146  3.637586  6.711708     .2454227
    end
    ------------------ copy up to and including the previous line ------------------




    Last edited by Jae Li; 06 May 2020, 06:59.

  • #2
    Hi, Joerg Luedicke (StataCorp) Do you possibly have any advice on this issue? I will really appreciate that!

    Comment


    • #3
      Are the quartiles similar? The max seem a bit off.

      Comment


      • #4
        @Daniel Shin Yes, they are similar at the minimum, p25 and median. Above that, they are not similar. What do you think about my codes above?

        Comment


        • #5
          It's likely that the propensity scores are not distributed similarly between the two groups, and if you do not have a large enough pool of samples to match to the treated, you will likely have matches that have PS that are farther apart when using nearest-neighbor. If you want them to be matched closer together, specify the caliper option.

          Comment


          • #6
            @Daniel Shin Hi Daniel, thank you for your reply! I am trying to achieve that table's analysis by following the descriptions below, what should I specify for the caliper option?
            Click image for larger version

Name:	ps.JPG
Views:	1
Size:	69.5 KB
ID:	1551799

            Do my above codes satisfy those requirements? what do you think? Many thanks for your help!
            Last edited by Jae Li; 07 May 2020, 09:05.

            Comment

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