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

Alberto Abadie (), Jane Leber Herr, Guido Imbens () and David M. Drukker ()
Additional contact information
David M. Drukker: Stata Corporation

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 8.0
Keywords: treatment effects; matching; bias-corrected estimator (search for similar items in EconPapers)
Date: Written 2004-06-10
Note: This module may 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nnmatch.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nnmatch.hlp help file (text/plain)

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