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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
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2018-12-10

楼主在写论文分析截面数据,为了证明因果关系(且找不到合适的IV,数据本身有很大的self-selection问题),便采取了PSM模型,以及kernel matching核密度匹配。现在stata命令操作遇到了一些问题,希望有见解的朋友能分享一下解决办法,先谢过!


Outcome:formalborrowing;Treatment:cellphoneN;Covariats: capital urban hhsize Inheadagesd headage2sd headKhmerspeaking fhead headeth to15 from64 workingage headedu headpri headsec headhighcellphoneN tv car Refrigerator AirConditioner Computer Inarea roomPP floorareaPP headoccuLSOM headoccuPro headoccuTAp headoccuCle headoccuSSMS headoccuAF headoccuCT headoccuPMoA headoccuEle headoccuArm headstaEmployee headstaEmployer headstaOA headstaUP difficulty YfoodTotal YnonfoodTotal Mfoodlackstrategy
observation unit:household


遇到的问题
1.  一开始我的Treatment Variable选的是dummy"一个家庭是否拥有手机",现在鉴于具体的手机拥有量数据可得,我便改用了ordinal variable"一个家庭拥有的手机数量"。所以我的PSM第一步stata命令也从原来的"logit treatment covariat"改成了"ologit treatment covariat, or ",从而算出propensity score
(这一步我的做法和command对吗?)
2.  匹配步骤我选取的是kernel matching,stata命令如下:
attk formalborrowing cellphoneN capital urban hhsize Inheadagesd headage2sd headKhmerspeaking fhead headeth to15 from64 workingage headedu headpri headsec headhigh tv car Refrigerator AirConditioner Computer Inarea roomPP floorareaPP headoccuLSOM headoccuPro headoccuTAp headoccuCle headoccuSSMS headoccuAF headoccuCT headoccuPMoA headoccuEle headoccuArm headstaEmployee headstaEmployer headstaOA headstaUP difficulty YfoodTotal YnonfoodTotal Mfoodlackstrategy, pscore(pscore) comsup boot detail
楼主的命令写得妥吗?......
3.  正如最上面的协变量所示,非常多。主要是household occupation有11类,所以我就改成了10个dummy,看到帖子说可以直接变成一个分类无序变量,哪位朋友可以指教一下stata的command该怎么写吗?
4.  楼主没用psmatch2一步到位,而是先用ologit算出pscore,再用算出的pscore进行匹配,因为不确定psmatch2是否可以用"ologit",可以用的话命令该怎么写呢?(之前有自己试着写了下,但结果很奇怪,如下)
>psmatch2 cellphoneN, pscore(pscore) out(formalborrowing) kernel common odds
看数据表又新生出了_pscore,且和我通过ologit算出来的pscore完全不一样,取值也超出了(0,1)这个范围,如-6.34。help看了psmatch2,不是可以直接用我已有的propensity score的吗,怎么又生出了新的?这里是团浆糊了。。。

5. PSM模型的结果变量为dummy时有什么需要注意的吗?


楼主是自学的PSM和相关stata命令,一知半解,望指教,望点拨!!贴出自己的PSM command:


>ologit cellphoneN capital urban hhsize Inheadagesd headage2sd headKhmerspeaking fhead headeth to15 from64 workingage headedu headpri headsec headhigh tv car Refrigerator AirConditioner Computer Inarea roomPP floorareaPP headoccuLSOM headoccuPro headoccuTAp headoccuCle headoccuSSMS headoccuAF headoccuCT headoccuPMoA headoccuEle headoccuArm headstaEmployee headstaEmployer headstaOA headstaUP difficulty YfoodTotal YnonfoodTotal Mfoodlackstrategy, or
>predict pscore, p
>attk formalborrowing cellphoneN capital urban hhsize Inheadagesd headage2sd headKhmerspeaking fhead headeth to15 from64 workingage headedu headpri headsec headhigh tv car Refrigerator AirConditioner Computer Inarea roomPP floorareaPP headoccuLSOM headoccuPro headoccuTAp headoccuCle headoccuSSMS headoccuAF headoccuCT headoccuPMoA headoccuEle headoccuArm headstaEmployee headstaEmployer headstaOA headstaUP difficulty YfoodTotal YnonfoodTotal Mfoodlackstrategy, pscore(pscore) comsup boot detail



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