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  • psmatch2 postestimation regression using _weight: pweight vs. fweight

    Dear Statalist users,

    I would like to run a fixed effects regression using a matched sample. I would like to use PSM with 3 nearest neighbors. My code looks as follows:

    Code:
            psmatch2 treat match_var1 match_var2 match_var3  if year == 2019, neighbor(3) 
            xfill _weight, i(ID)
            xtreg satisfaction_total posttreatment##treat i.year [pweight=_weight], fe vce(cluster ID)
    This seems to work fine. However, I have found different approaches how to deal with the weights provided by psmatch2. This source, e.g., uses
    Code:
    [fweight=_weight]
    instead of pweights, but I also found forum entries suggesting pweights (and even aweights). Can anybody tell me whether pweights are appropriate? My problem is that fweights cannot be used after psmatch2 with 3 nearest neighbors (instead of one) as Stata doesn't allow noninteger frequency weights.

    Thanks a lot!
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