We will discuss how to run regressions on a matched sample because it remains a popular technique, but we cannot recommend it.
psmatch2 makes it easy by creating a _weight variable automatically. For observations in the treated group, _weight is 1. For observations in the control group it is the number of observations from the treated group for which the observation is a match. If the observation is not a match, _weight is missing. _weight thus acts as a frequency weight (fweight) and can be used with Stata's standard weighting syntax. For example (starting with a clean slate again):
use http://ssc.wisc.edu/sscc/pubs/files/psm, replace
psmatch2 t x1 x2, out(y) logit
reg y x1 x2 t [fweight=_weight]
Observations with a missing value for _weight are omitted from the regression, so it is automatically limited to the matched sample.
drop if _weight==. 命令是对的。
不能只保留weight等于1的样本,因为weight可以理解为该样本点被匹配到了几次,比如weight=2,就说明有两个其他样本都是和这个匹配的。
on support代表在common support区间里,只有on support的样本才参与匹配。