Set of commands to estimate ate and att atet through. This is a quickanddirty example for some syntax and output from pscore and psmatch2. How do i identify the matched group in the propensity score method. Treatment effect estimation with unconfounded assignment jeff. I have already tried the matching procedure with psmatch 2 with the following code. A quick example of using psmatch2 to implement propensity score matching in stata. How can i perform nearest neighbor matching in stata with a large sample.
Both of these procedures have very good help files and a stata journal article for pscore. Propensity score matching in stata using teffects for many years, the standard tool for propensity score matching in stata has been the psmatch2 command, written by edwin leuven and barbara sianesi. Creating a grouped variable from a continuous variable. Stata module to perform full mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing article pdf available may 2003 with 8,005 reads. However, stata introduced a new teffects command for estimating treatments effects in a variety of ways, including propensity score matching. See the documentation of bootstrap for more details about bootstrapping in stata. It is critical that when you run your own analyses, you generate your own syntax. I have contacted them in the past and found them very helpful.
When i perform 11 matching using psmatch2, several new variables. I will take your advice and follow the manual recommendations. Stata findit psmatch2 sort individuals randomly before matching set random seed prior to psmatch2 to ensure replication. Also, do you want matching with or without replacement. Its easy to see what each of these commands and options does, and youll likely. Understanding weight calculations in statas psmatch2 stephen. In the case of onetoone and nearestneighbors matching, for every treatment observation, it stores the observation number of the. This module may be installed from within stata by typing ssc install psmatch2. Log file log using memory allocation set mem dofiles doedit openingsaving a stata datafile quick way of finding variables subsetting using conditional if stata color coding system. Implementing propensity score matching estimators with stata. Stata does not have a builtin command for propensity score matching, a nonexperimental method of sampling that produces a control group whose distribution of covariates is similar to that of the treated group. I computed the covariance matrix in stata as follows. In this getting started tutorial, we focus on familiarizing the reader with the stata.
Stata module to perform full mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing. This is a quickanddirty example for some syntax and output from. Stata documentation for the psmatch2 command this appendix contains the stata documentation for the psmatch2 routine. A first tutorial in stata stan hurn queensland university of technology national centre for econometric research. If you would like to learn more, you can download the te treatmenteffects reference manual from the stata website. Implementing propensity score matching estimators with. Throughout, bold type will refer to stata commands, while le names, variables names, etc. Dear judson, just tried out the multiplication with 10 and on the nlswork dataset, and again, the tvalues are different without bootstrapping. It further provides features for common support graphing as well as for covariate imbalance testing, both before and after matching. More information about types of matching estimators and features. Thus you dont need to go to the extra steps that psmatch2 requires of you to identify and match up the controls.
To obtain this collection of routines, type ssc install psmatch2 from within stata. Mar 11, 2018 a quick example of using psmatch2 to implement propensity score matching in stata. Stata tutorial university of california, san diego. Lately i was suggested to use teffects psmatch because of its advantage of taking into account the fact that propensity scores are estimated when. Log file log using memory allocation set mem dofiles doedit openingsaving a stata datafile quick way of finding variables.
Propensity score matching in stata psmatch2 youtube. How do i identify the matched group in the propensity score. We will specify the logit option, otherwise it would use probit which is the default. Matching estimators with stata preparing the dataset keep only one observation per individual estimate the propensity score on the xs e. Abbott graph export exports the graph currently displayed in the graph window to a file in the current stata working directory. Statistical software components from boston college department of economics. See if they change, and if they are dropped after ate.
Implementing matching estimators for average treatment effects in stata, stata journal 4, 290311. Running propensity score matching with statapsmatch2. Applying propensity score and mediation analyses to. Stata module to perform full mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing edwin leuven and barbara sianesi statistical software components from boston college department of economics. When i use pscore2 multiplication with 10 i get a t of 9. Improving causal inference in educational and social science research by richard j. In this interactive workshop, you will learn the underlying grammar of graphics that forms the philosophical framework of ggplot2, giving you the power to create publicationquality figures.
All three modules support pairmatching as well as subclassification. Matching firms based on probability of treatment, which is a function of size and etc. I apologize if this has been answered before but i could not find the solution in the archives. Next time, in part 2, we will cover the matching estimators. This appendix contains the stata documentation for the psmatch2. Recall from stata 12 tutorial 1 that the describe command displays a summary of the contents of the current dataset in memory, which in this case is the stata format data file auto1. Other userwritten matching commands in stata to consider pscore, match, and cem as well as stata s own teffects psmatch. Heres an example using a dataset that everyone has access to which is much better than using your own, which only you have with 1 nearest neighbor. Its easy to see what each of these commands and options does, and youll likely want. We will specify the common support option so that it will leave out cases that lie outside the range of propensity scores of the controls. The stata command psmatch2 leuven and sianesi 2003 will perform. Propensity scores for the estimation of average treatment. Stata module to perform full mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing, statistical software components s432001, boston college department of economics, revised 01 feb 2018.
I focus explicitly on the foundations of using such software and ignore statistical procedures. More recently, abadie, drukker, herr, and imbens 2004 introduced nnmatch. Stata module to perform full mahalanobis and propensity score matching, common. This tutorial is based on the data set matchingdata. For many years, the standard tool for propensity score matching in stata has been the psmatch2 command, written by edwin leuven and barbara sianesi. An entire manual is devoted to the treatmenteffects features in stata, and it includes a basic introduction, advanced discussion, and worked examples. Before using the data set expand the memory with the command. In stata, how do i perform propensity score matching. Additional information on using the routine can be found on the website.
Estimate propensity score ps for hv and non hv women in the original unmatched data distribution of propensity scores for ecs, nonecs women in unmatched data 0 10 20 30 40 50 0 t 0 0. Other userwritten matching commands in stata to consider pscore, match, and cem as well as statas own teffects psmatch. Treatment effect estimation with unconfounded assignment jeff wooldridge michigan state university fars workshop, chicago january 6, 2012 1. When i perform 11 matching using psmatch2, several new variables are added to my dataset. As long as the data are sorted randomly each time, and the other assumptions required by matching apply, each estimate is a consistent estimate of the att, even.
However, there are several userwritten modules for this method. Dealing with bias in treatment effects estimated from nonexperimental data stata textbook examples. I applied the nsw psid database, article by becker and ichino 2002 with stata syntax. Shenyang guo, phd, university of north carolina at chapel hill. The propensity score the conditional treatment probability. Learn how to use stata read the getting started gsm, gsu, or gsw manual.
This is the first of two stata tutorials, both of which are based on the 12th version of stata, although most commands discussed can be used in earlier versions also. We have continued our pursuit of information about psm options and have concluded that psmatch2 developed by edwin leuven and barbara sianesi, as a usersupplied procedure in. How do i identify the matched group in the propensity. Remember, stata doesnt save any of your output or the work you do like running regressions, plotting graphs, etc. Stata module to perform full mahalanobis matching and a variety of propensity score matching to adjust for pretreatment observable differences between two groups. Propensity score matching using psmatch2 by stata stata stata. Now we will match patients in each treatment on propensity score using the psmatch2 command in stata. If you want to be able to replicate your results you should set seed before calling psmatch2. After running psmatch2 in stata, the program creates a variable. Introducing the software opening a data file and browsing its contents download the.
To solve the exercise you will need the stata package psmatch2, which you can download in the following way. All stata command names must be typed in the command window in lower case letters. The ggplot2 package is a widelyused and wellsupported system for creating eyecatching graphics in r. A nice feature of psmatch2 is that i can call on pstest after psmatch2 to assess the comparability of the treament and control groups in terms of the specified covarites before and after matching. I d like to be able to define a new variable that uniquely. Jan 14, 2005 we have continued our pursuit of information about psm options and have concluded that psmatch2 developed by edwin leuven and barbara sianesi, as a usersupplied procedure in stata is the most comprehensive package that allows users to fulfill almost all kinds of tasks for psm, and the routine is being continuously improved and updated. Stata is available on the pcs in the computer lab as well as on the unix system. Stata module to perform full mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing article pdf available. Data analysis with stata 12 tutorial university of texas. Table of contents 1 preliminaries 2 loading data 3 basic descriptive statistics 4 basic plotting 5 simple data manipulation 6 simple linear regression 7 using do les 8 some regression examples electricity data california schools data food expenditure and income 9 instrumental variables estimation wage data arti cial data stan hurn ncer stata tutorial 2 66. I the observable pretreatment covariates that we use to identify similar individuals are given in the next slide. Introduction to ggplot2, monday, april 27 from 1 to 4 p. Basics of stata this handout is intended as an introduction to stata.
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