https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572281#M161497 PROC PSMATCH. Or Mayo Clinic has some greedy matching algorithms - usually used for medical case control but can be used for other applications. Wed, 10 Jul 2019 01:52:22 GMT Reeza 2019-07-10T01:52:22Z https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572278#M161495 <P>Hi guys!</P><P>&nbsp;</P><P>I am trying to come up with matching firms (control firms) for my treated group of firms. I have two separate files: one containing data relating to treated firms with company identifier (CUSIP) and other data, another with non-treated firms with company identifier (CUSIP) and other data.&nbsp;</P><P>Can you please help me in coming out with matched control firms, which are from the same treatment year, same industry, and same 10*10 size-book-to-market portfolios.</P><P>&nbsp;</P><P>Treated firms:</P><P>&nbsp;</P><P>CUSIP&nbsp; Fyear&nbsp; SIC(industry) Treatment_yeardummy&nbsp; Size&nbsp; Book-to-market</P><P>10000&nbsp; 2000&nbsp; 12&nbsp; 0&nbsp; 25&nbsp; 2</P><P>10000&nbsp; 2001&nbsp; 12&nbsp; 1&nbsp; 24&nbsp; 3</P><P>10000&nbsp; 2002&nbsp; 12&nbsp; 0&nbsp; 23&nbsp; 4</P><P>10000&nbsp; 2003&nbsp; 12&nbsp; 0&nbsp; 22&nbsp; 4</P><P>12000&nbsp; 2005&nbsp; 13&nbsp; 0&nbsp; 43&nbsp; 6</P><P>12000&nbsp; 2006&nbsp; 13&nbsp; 0&nbsp; 43&nbsp; 7</P><P>12000&nbsp; 2007&nbsp; 13&nbsp; 0&nbsp; 44&nbsp; 3</P><P>12000&nbsp; 2008&nbsp; 13&nbsp; 1&nbsp; 45&nbsp; 2</P><P>14000&nbsp; 2010&nbsp; 11&nbsp; 0&nbsp; 21&nbsp; 4</P><P>14000&nbsp; 2011&nbsp; 11&nbsp; 1&nbsp; 22&nbsp; 8</P><P>14000&nbsp; 2012&nbsp; 11&nbsp; 0&nbsp; 23&nbsp; 4</P><P>&nbsp;</P><P>Non-treated firms:</P><P>&nbsp;</P><P>CUSIP&nbsp; Fyear&nbsp; SIC(industry)&nbsp; Size&nbsp; Book-to-market</P><P>14000&nbsp; 2001&nbsp; 12&nbsp; &nbsp;26&nbsp; 4</P><P>14000&nbsp; 2002&nbsp; 12&nbsp; &nbsp;30&nbsp; 3</P><P>14000&nbsp; 2003&nbsp; 12&nbsp; &nbsp;31&nbsp; 5</P><P>14000&nbsp; 2004&nbsp; 12&nbsp; &nbsp;32&nbsp; 4</P><P>15000&nbsp; 2006&nbsp; 13&nbsp; &nbsp;66&nbsp; 6</P><P>15000&nbsp; 2007&nbsp; 13&nbsp; &nbsp;67&nbsp; 8</P><P>15000&nbsp; 2008&nbsp; 13&nbsp; &nbsp;65&nbsp; 7</P><P>15000&nbsp; 2009&nbsp; 13&nbsp; &nbsp;69&nbsp; 2</P><P>17000&nbsp; 2010&nbsp; 11&nbsp; &nbsp;10&nbsp; 4</P><P>17000&nbsp; 2011&nbsp; 11&nbsp; &nbsp;12&nbsp; 9</P><P>17000&nbsp; 2012&nbsp; 11&nbsp; &nbsp;13&nbsp; 4</P><P>&nbsp;</P><P>Cheers</P><P>Amanjot</P> Wed, 10 Jul 2019 01:41:05 GMT https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572278#M161495 amanjot_42 2019-07-10T01:41:05Z https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572279#M161496 <P>1. Please provide your data as a data step.</P> <P>2. What's the expected output?</P> Wed, 10 Jul 2019 01:48:44 GMT https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572279#M161496 ChrisNZ 2019-07-10T01:48:44Z https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572281#M161497 PROC PSMATCH. Or Mayo Clinic has some greedy matching algorithms - usually used for medical case control but can be used for other applications. Wed, 10 Jul 2019 01:52:22 GMT https://communities.sas.com/t5/SAS-Programming/matching-firms-on-industry-and-size-BM-portfolios/m-p/572281#M161497 Reeza 2019-07-10T01:52:22Z