kmatch: Kernel matching with automatic bandwidth selection

Ben Jann

United Kingdom Stata Users' Group Meetings 2017 from Stata Users Group

Abstract: In this talk I will present a new matching software for Stata called kmatch. The command matches treated and untreated observations with respect to covariates and, if outcome variables are provided, estimates treatment effects based on the matched observations, optionally including regression adjustment bias-correction. Multivariate (Mahalanobis) distance matching as well as propensity score matching is supported, either using kernel matching, ridge matching, or nearest-neighbor matching. For kernel and ridge matching, several methods for data-driven bandwidth selection such as cross-validation are offered. The package also includes various commands for evaluating balancing and common-support violations. A focus of the talk will be on how kernel and ridge matching with automatic bandwidth selection compare to nearest-neighbor matching.

Date: 2017-09-14
New Economics Papers: this item is included in nep-big
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