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

Listed author(s):
  • Alberto Abadie
  • Jane Leber Herr
  • Guido W. Imbens
  • David M. Drukker


    (Stata Corporation)

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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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
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.
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