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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)

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 Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/n/nnmatch.hlp
File Function: help file
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Bibliographic 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 should 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/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

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

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