topic Re: PSMA in Statistical Procedures

PSMA

mcasa — Mon, 24 Jan 2022 16:58:41 GMT

dear All

when the 2 codes are run I don't find the same predictive probability that is supposed to be used as propensity score.

Any idea?

Here is the code:

data School;
Music= 'Yes';
do j=1 to 60;
if (ranuni(1312) > 0.4) then Gender='Female';
else Gender='Male';

Absence = ranexp(99);
if (Absence < 0.5) then GPA= 4 + rannor(99)/3.5;
else GPA= 4 - abs(rannor(99)/3.5);

if (Gender='Female') then GPA= GPA + 0.02;

id1= ranuni(99);
id2= ranuni(99);
output;
end;

Music= 'No';
do j=1 to 100;

Absence= ranexp(99);
if (ranuni(99) > 0.45) then Gender='Female';
else Gender='Male';
if (Absence < 0.5) then GPA= 4 + rannor(99)/4.2;
else GPA= 4 - abs(rannor(99)/4.2);

id1= ranuni(99);
id2= ranuni(99);
output;
end;

do j=1 to 40;
Absence= 2 + ranexp(99);
if (ranuni(99) > 0.5) then Gender='Female';
else Gender='Male';

GPA= 3.4 - abs(rannor(99)/4.2);

id1= ranuni(99);
id2= ranuni(99);
output;
end;
run;

proc sort data=school;
by id1;
run;

data school;
set school;
StudentID= _n_;
Absence= int(Absence*100+0.5) / 100;
GPA= int(GPA*100+0.5) / 100;
run;

proc sort data=school;
by id2;
run;

data Grades;
set school;
keep StudentID GPA;
run;

data School;
set school;
drop j id1 id2 GPA;
run;

proc sort data=School out=School1;
by StudentID;
run;

proc sort data=Grades out=Grades1;
by StudentID;
run;

data SchoolGrades;
merge School1 Grades1;
by StudentID;
run;

ods graphics on;
proc psmatch data=School region=treated;
class Music Gender;
psmodel Music(Treated='Yes')= Gender Absence;
match distance=lps method=greedy(k=1) exact=Gender caliper=0.5;
assess lps var=(Gender Absence)
/ stddev=pooled(allobs=no) stdbinvar=no
plots(nodetails)=all weight=none;
output out(obs=match)=OutEx4 matchid=_MatchID;
run;

****** logistic ****;

proc logistic data=School descending;
class Music Gender;
model Music(Event='Yes')= Gender Absence /
link=cloglog rsquare;
output out = ps_los pred = ps xbeta=logit_ps;

run;

Re: PSMA

japelin — Mon, 24 Jan 2022 17:13:28 GMT

If possible, please use "Insert SAS Code" in the edit box to provide the code.

Re: PSMA

Reeza — Mon, 24 Jan 2022 17:32:45 GMT

So this is the example from the SAS documentation.

I'm not sure I understand your question though - are you saying the PSMATCH results don't match with what's in the documentation?

@mcasa wrote:

dear All

when the 2 codes are run I don't find the same predictive probability that is supposed to be used as propensity score.

Any idea?

Re: PSMA

mcasa — Tue, 25 Jan 2022 10:40:29 GMT

Hi Sorry I will try to explain.

The pSmodel statement in the PSMAtch procedure is supposed to generate a logistic regression to get the predictive probabilities that should be used to generate later the propensity score. If you don't use any weights , you would expect to find the same predictive probability if you run a proc logistic. My concern is that I have closed results but not exact match. I am wondering if you have observed similar things.

Re: PSMA

MichaelL_SAS — Tue, 25 Jan 2022 15:39:20 GMT

The propensity score model fit by PROC PSMATCH uses the logit link whereas the model you are fitting with PROC LOGISTIC is using the complementary log-log link function as requested by the link=cloglog option in the MODEL statement. The two models are therefore not the same and you would not expect to get the same propensity score values.

Re: PSMA

mcasa — Fri, 28 Jan 2022 09:23:29 GMT

You are right. Thank you . I misread the documentation and I was sure that the cloglog was used in the psmatch procedure.