Dear all,
I run a propensity score matching with the aim to have pairs. The outpout of the data is as follows:
When I run teffects psmatch (YieldToMaturity) (Bondtype maturity_date issuer name ) I obtain pairs with different issuers (As it considers also the maturity date)
The idea is really to have pairs with the same issuers and with the nearest maturity date. Ideally, no repated matches as it is shown.
How should I proceed?
PS:data of issuers is balances (For example 2A for 0, 2A for 1; 1B for 0, 1B for 1..)
Thank you for your help!
I run a propensity score matching with the aim to have pairs. The outpout of the data is as follows:
| Covar1 (issuer name) | Covar2 (maturity date) | Treated var (bond type) | Match1 |
| X | 9/19/2030 | 0 | 3 |
| X | 11/2/2033 | 0 | 3 |
| X | 3/16/2028 | 1 | 1 |
| X | 7/15/2031 | 1 | 1 |
The idea is really to have pairs with the same issuers and with the nearest maturity date. Ideally, no repated matches as it is shown.
How should I proceed?
PS:data of issuers is balances (For example 2A for 0, 2A for 1; 1B for 0, 1B for 1..)
Thank you for your help!
