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  • Psmatch2

    Hello everyone,
    I am facing some problems in understanding which Stata command is best to estimate psm. firstly i applied following command which gives insignificant results

    Code:
    psmatch2 $treatment , outcome( $ylist ) pscore( myscore) neighbor(1)
    ----------------------------------------------------------------------------------------
            Variable     Sample |    Treated     Controls   Difference         S.E.   T-stat
    ----------------------------+-----------------------------------------------------------
           cd  Unmatched | .559554635   .537822731   .021731904   .008802807     2.47
                            ATT | .559554635   .520714656   .038839979   .043125644     0.90
    ----------------------------+-----------------------------------------------------------
    Note: S.E. does not take into account that the propensity score is estimated.
    then i applied psmatch2 command with calliper and the att is significant

    Code:
     psmatch2 $treatment , outcome( $ylist ) pscore(myscore) radius caliper(0.03)
    ----------------------------------------------------------------------------------------
            Variable     Sample |    Treated     Controls   Difference         S.E.   T-stat
    ----------------------------+-----------------------------------------------------------
           cd  Unmatched | .559554635   .537822731   .021731904   .008802807     2.47
                            ATT | .559554635   .537381014   .022173621   .008812524     2.52
    ----------------------------+-----------------------------------------------------------
    Note: S.E. does not take into account that the propensity score is estimated.
    similarly teeffects also shows significant values
    Code:
    teffects psmatch ( $ylist  ) ( $treatment $xlist , logit), atet
    
    Treatment-effects estimation                   Number of obs      =     22,647
    Estimator      : propensity-score matching     Matches: requested =          1
    Outcome model  : matching                                     min =          1
    Treatment model: logit                                        max =        275
    ------------------------------------------------------------------------------
                 |              AI Robust
       cd |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -------------+----------------------------------------------------------------
    ATET         |
       treatment |
       (1 vs 0)  |   .0157403   .0057419     2.74   0.006     .0044865    .0269942
    ------------------------------------------------------------------------------
    Here my question is which psmatch2 command should be preffered?
    David Radwin
    Last edited by Menal khan; 20 Mar 2023, 08:14.
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