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

Author

Listed:
  • 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.

Suggested Citation

  • Alberto Abadie & Jane Leber Herr & Guido W. Imbens & David M. Drukker, 2004. "NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators," Statistical Software Components S439701, Boston College Department of Economics.
  • 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.
    as

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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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