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Implementing matching estimators for average treatment effects in Stata

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Author Info

  • Alberto Abadie

    (Harvard University)

  • David Drukker

    (StataCorp LP)

  • Jane Leber Herr

    (UC Berkeley)

  • Guido W. Imbens

    (UC Berkeley)

Abstract

This paper presents an implementation of matching estimators for average treatment effects in Stata. The nnmatch command allows you to estimate the average effect for all units or only for the treated or control units; to choose the number of matches; to specify the distance metric; to select a bias adjustment; and to use heteroskedastic-robust variance estimators. Copyright 2004 by StataCorp LP.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 4 (2004)
Issue (Month): 3 (September)
Pages: 290-311

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Handle: RePEc:tsj:stataj:v:4:y:2004:i:3:p:290-311

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Related research

Keywords: nnmatch; average treatment effects; matching; exogeneity; unconfoundedness; ignorability;

References

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  1. Heckman, James J & Ichimura, Hidehiko & Todd, Petra, 1998. "Matching as an Econometric Evaluation Estimator," Review of Economic Studies, Wiley Blackwell, vol. 65(2), pages 261-94, April.
  2. Rajeev H. Dehejia & Sadek Wahba, 1998. "Causal Effects in Non-Experimental Studies: Re-Evaluating the Evaluation of Training Programs," NBER Working Papers 6586, National Bureau of Economic Research, Inc.
  3. Alberto Abadie & Guido W. Imbens, 2002. "Simple and Bias-Corrected Matching Estimators for Average Treatment Effects," NBER Technical Working Papers 0283, National Bureau of Economic Research, Inc.
  4. Guido W. Imbens, 2003. "Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review," NBER Technical Working Papers 0294, National Bureau of Economic Research, Inc.
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