Blog


Management No Comments

Propensity Score Matching in Stata

Propensity Score Matching in Stata

Chapter 2: STATA Code

Sample dataset codebook:

treat = Binary indicator of treatment versus control group

x1-x5 = continuous confounders associated with Treat

cont_out = Continuous outcome of interest

bin_out = Binary outcome of interest

Estimating the propensity score in STATA with logistic regression

STATA> logistic treat x1 x2 x3 x4 x5

STATA> predict pscore

 

MATCHING USING PSMATCH2 PACKAGE

// Install psmatch2.ado file

STATA> findit psmatch2

// Sort individuals randomly before matching

// Set random seed prior to psmatch2 to ensure replication

STATA> set seed 1234

STATA> generate sort_id = uniform()

STATA> sort sort_id

 

K:1 matching, with and without replacement

// 1:1 matching with replacement, estimate PS with logistic regression

STATA> psmatch2 treat x1 x2 x3 x4 x5, logit

// 2:1 matching without replacement

STATA> psmatch2 treat x1 x2 x3 x4 x5, logit noreplace n(2)

// 2:1 matching with replacement and caliper, PS previously estimated

STATA> psmatch2 treat, pscore(pscore) n(2) cal(0.20)

// Mahalanobis matching with caliper

STATA> psmatch2 treat, mahal(x1 x2 x3 x4 x5) cal(0.10)

Radius matching

STATA> psmatch2 treat x1 x2 x3 x4 x5, logit radius caliper(0.10)

 

Kernel matching

// Kernel matching, PS estimated with logistic regression

STATA> psmatch2 treat x1 x2 x3 x4 x5, kernel logit

// Perform kernel matching, bandwidth=0.10

STATA> psmatch2 treat x1 x2 x3 x4 x5, kernel logit bwidth(0.10)

// Estimate ATT for outcome variable(s)

STATA> psmatch2 treat x1 x2 x3 x4 x5, kernel outcome(cont_out)

Effect estimates

// ATT (default estimand) for both outcome variables

STATA> psmatch2 treat x1 x2 x3 x4 x5, outcome(cont_out bin_out) logit

// Regression approach: Equivalent to ATT estimates from psmatch2

// First generate weights from psmatch2

STATA> psmatch2 treat x1 x2 x3 x4 x5, logit

STATA> regress cont_out treat [iweight=_weight] if _weight!=.

// Regression including covariates

STATA> regress cont_out treat x1 x2 x3 x4 x5 [iweight=_weight] if _weight!=.

Balance diagnostics

// Balance table and plot

STATA> pstest x1 x2 x3 x4 x5, both graph

MATCHING USING TEFFECTS (STATA 13)

Nearest neighbor matching

// 1:1 Nearest Neighbor Matching with replacement, estimate ATT effect

STATA> teffects psmatch (cont_out)(treat x1 x2 x3 x4 x5), nn(1) atet

// 2:1 Nearest Neighbor Matching with replacement, estimate ATT effect

STATA> teffects psmatch (cont_out)(treat x1 x2 x3 x4 x5), nn(2) atet

 

Mahalanobis matching

// 1:1 Mahalanobis matching, ATT effect

STATA> teffects nnmatch (cont_out x1 x2 x3 x4 x5) (treat), atet

MATCHING USING CEM PACKAGE

Coarsened exact matching

/* install cem package

STATA> findit cem

/* CEM with automatic binning

STATA> cem x1 x2 x3 x4 x5, treatment(treat)

/* CEM with user-specified cutpoints for x3

STATA> cem x1 x2 x3 (0 1.5 4 7 9 14) x4 x5, treatment(treat)

/* Estimate treatment effects using weights since variable-ratio

STATA> regress cont_out treat x1 x2 x3 x4 x5 [iweight=cem_weights]

/* Restrict so that all strata contain the same number of treated and controls; no weights necessary in final analysis

STATA> cem x1 x2 x3 x4 x5, treatment(treat) k2k

/* Estimate treatment effects; no weighting

STATA> regress cont_out treat x1 x2 x3 x4 x5

 

PROPENSITY SCORE WEIGHTING, PARAMETRIC PS ESTIMATION

// Estimate the propensity score with logistic regression

STATA> logistic treat x1 x2 x3 x4 x5

STATA> predict pscore

// Calculate ATE propensity score weights (IPTW)

STATA> gen w_ate = treat/pscore + (1-treat)/(1-pscore)

// Use ATE weights as probability weights in final analysis

STATA> svyset [pw=w_ate]

STATA> svy: regress cont_out treat x1 x2 x3 x4 x5

 

// Calculate ATT propensity score weights

STATA> gen w_att = treat + (1-treat)*(pscore/(1-pscore))

// Use ATT weights as probability weights in final analysis

STATA> svyset [pw=w_att]

STATA> svy: regress cont_out treat x1 x2 x3 x4 x5

SUBCLASSIFICATION

Creating 5 propensity score subclasses

// After generating propensity score, can create quintiles

STATA> xtile pscore_5 = pscore, nq(5)

 

Estimating subclass-specific and overall effect estimates

// Binary outcome: Mantel-Haenszel stratified analysis

STATA> cc bin_out treat, by(pscore_5) bd

// Continuous outcome: Van Elteren test (Stratified Wilcoxon rank sum)

/* install Van Elteren package

STATA> findit vanelteren

STATA> vanelteren cont_out, by(treat) strata(pscore_5)

 

Comments are closed.

Open chat
1
Whatapp Us
Hey? You want your project done, Whatsapp us Now.
Click to Submit a Project