topic Re: PROPENSITY SCORE LOOP in SAS Programming

PROPENSITY SCORE LOOP

HEB1 — Thu, 11 Jun 2020 16:32:50 GMT

Hi- I am looking for a code that can match panel data with years and industry only for pre- period. My modal is DID Y=post*mandatory +Fixed effects.

Mandatory is a dummy =1 or 0 represents my control and treatment (treatment is 1). Post is a dummy equals 1 after event.

This is a panel data with 37 firms as treatment (mandatory=1).

I need to match on pre- period based on variables "before_after_event years" (that is all years between (-1)-(-4)) and "SIC_2digit".

the propensity should be run on variables "E", "leverage" and "AT".

1. I try to find a code but didn't see anything that can work.

2.When "before_after_event years" is >= o , I do not need to match anymore- how can I build my sample for that? the pre- should be match but the post does not?

3. I prefer to do not loose treatment firms

Best,

Re: PROPENSITY SCORE LOOP

smantha — Thu, 11 Jun 2020 16:52:02 GMT

Can you post what code you tried and what did not work. As well as a sample of expected output.

Re: PROPENSITY SCORE LOOP

HEB1 — Thu, 11 Jun 2020 17:00:11 GMT

I have tried to run this one- but I can't even run it. I don't have an
output example.

%macro match_by_yr(inset=, outset=, startyear=, endyear=, matches=,
calip=, ctrlrestvar=, pscorevar=, treatvar=);

proc sql; drop table &outset; quit;

%do i=&startyear %to &endyear;

%put Year &i;

proc sql;

/* generate treated dataset for this firm-year */

create table _treat as

select unique_id as idT,

&pscorevar as pscoreT

from &inset

where yr = &i and &treatvar = 1;

/* generate non-treated dataset for this firm-year */

create table _nontreat as

select unique_id as idC,

&pscorevar as pscoreC

from &inset

where yr = &i and &treatvar = 0 and &ctrlrestvar=0;

quit;

proc sql noprint;

select count(*) into :obs_count from _treat;

quit;

proc sql noprint;

select count(*) into :obs_count2 from _nontreat;

quit;

%if (&obs_count ge 1) and (&obs_count2 ge 1) %then %do;

/* match */

%PSMatching(datatreatment= _treat,

datacontrol= _nontreat,

method= NN,

numberofcontrols= &matches,

caliper=&calip,

replacement= no,

out = _matches);

*if a firm, either control or treatment, is selected in a year, then it can
not be selected again in future years;

proc sql;

create table &inset

as select a.*, b.IdSelectedControl as
id_delec from &inset as a left join _matches as b

on a.unique_id=b.IdSelectedControl;

quit;

proc sql;

create table &inset

as select a.*, b.MatchedToTreatID as
id_delet from &inset as a left join _matches as b

on a.unique_id=b.MatchedToTreatID;

quit;

data &inset;

set &inset;

if not missing(id_delet) or not
missing(id_delec) then delete;

drop id_delet id_delec;

run;

/* Start the dataset if First firm-industry */

%if &i = 1 %then

%do;

data &outset;

set _matches;

run;

%end;

/* otherwise append new matches to the running dataset */

%else

%do;

data &outset;

set &outset _matches;

%end;

%end;

/* clean up temp datasets for next iteration */

proc sql;

drop table _matches;

quit;

%end;

%mend match_by_yr;

Re: PROPENSITY SCORE LOOP

mklangley — Thu, 11 Jun 2020 19:10:07 GMT

@HEB1 What were you trying to do with that code you posted? I do not see how it is related to your objective or the data you provided. It will be tricky to give a solution without details of what is not working in code you've tried, and an output example.

Also, when you post SAS code, use use the "little running man" button.