English, Article edition: NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators Alberto Abadie; Jane Leber Herr; Guido W. Imbens; ...

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Bookmark: http://trove.nla.gov.au/version/174979
Physical Description
  • code
Language
  • English

Edition details

Title
  • NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators
Author
  • Alberto Abadie
  • Jane Leber Herr
  • Guido W. Imbens
  • David M. Drukker
Physical Description
  • code
Notes
  • nnmatch estimates the average treatment effect on depvar by comparing outcomes between treated and control observations (as defined by treatvar), using nearest neighbor matching across the variables defined in varlist_nnmatch. nnmatch can estimate either the treatment effect for the treated observations, for the controls, or for the sample as a whole. The program pairs observations to the closest m matches in the opposite treatment group to provide an estimate of the counterfactual treatment outcome. The program allows for matching over a multi-dimensional set of variables (varlist_nnmatch), giving options for the weighting matrix to be used in determining the optimal matches. It also allows exact matching (or as close as possible) on a subset of variables. In addition, the program allows for bias correction of the treatment effect, and estimation of either the sample or population variance, with or without assuming a constant treatment effect (homoskedasticity). Finally it allows observations to be used as a match more than once, thus making the order of matching irrelevant.
  • treatment effects, matching, bias-corrected estimator
  • RePEc:boc:bocode:s439701
Language
  • English
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