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NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators

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Author Info
Alberto Abadie
Jane Leber Herr
Guido W. Imbens
David M. Drukker () (Stata Corporation)

Additional information is available for the following registered author(s):

Abstract

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.

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File URL: http://fmwww.bc.edu/repec/bocode/n/nnmatch.ado
File Format: text/plain
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/n/nnmatch.hlp
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File Function: help file
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S439701.

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Programming language: Stata
Requires: Stata version 8.0
Date of creation: 10 Jun 2004
Date of revision:
Handle: RePEc:boc:bocode:s439701

Note: This module may be installed from within Stata by typing "ssc install nnmatch". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: treatment effects; matching; bias-corrected estimator;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Lehto, Eero & Böckerman, Petri, 2006. "Enemy of Labour? Analysing the Employment Effects of Mergers and Acquisitions," MPRA Paper 1812, University Library of Munich, Germany. [Downloadable!]
Statistics
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This page was last updated on 2009-11-23.


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