topic Propensity score matching using psmatch - restricting matches in Statistical Procedures

Propensity score matching using psmatch - restricting matches

elbarto — Thu, 09 Jun 2022 19:57:28 GMT

I am using psmatch to do a simple propensity score matching as follows:

A snapshot of my data is the following.

DATA have;
input year firm_id place_id treatment var1 var2;
DATALINES;
2000	47500	33019	0	0.026167367	0.118107848
2000	81175	31079	0	0.021634581	0.11606627
2000	174572	34003	0	0.008156653	0.108517274
2000	174572	34005	0	0.007877977	0.091809787
2000	174572	34007	0	0.010265773	0.085315727
2000	174572	34015	0	0.010941376	0.086731717
2000	223005	9009	0	0.009077159	0.088563122
2000	268006	33013	0	0.01309349	0.101272136
2000	268006	50027	0	0.009887925	0.098948561
2000	174572	9009	1	0.008821509	0.104278341
2000	174572	33013	1	0.009961594	0.120187096
2000	174572	45234	1	0.004693746	0.119641706
2000	223005	31079	1	0.005699048	0.144180074
2000	223005	33019	1	0.005843101	0.112463228
2000	223005	42311	1	0.005326652	0.138652623
;
RUN;

I want to do one-to-one nearest neighbor with replacement propensity score matching between treated observations (i.e., treatment=1) with control observations (i.e., treatment=0). Observations must be matched within the same year BUT each treated observation must be matched to a control observation with a DIFFERENT firm_id (that has the closest propensity score). I am using the following code:

proc psmatch data=have region=allobs;
	class treatment year;
	psmodel treatment(Treated='1') = var1 var2;
	match method=replace(k=1) stat=ps exact=year caliper=.;
	output out(obs=match)=have_match matchid=_MatchID;
run;

data have_match(keep=year firm_id place_id treatment _PS_ _MATCHWGT_ _matchid);set have_match;run;

However, in the resultant "have_match" dataset:

we can clearly see that row 4 and row 5 are matched with row 1, which has the same firm_id of 174572. All other matches are fine because they are matched to a different firm_id. How can I fix the code using psmatch so that I can restrict the matches to a different firm_id? Thank you!

Propensity score matching using psmatch - restricting matches

elbarto — Thu, 09 Jun 2022 00:14:39 GMT

I am using psmatch to do a simple propensity score matching as follows:

A snapshot of my data is the following.

DATA have;
input year firm_id place_id treatment var1 var2;
DATALINES;
2000	47500	33019	0	0.026167367	0.118107848
2000	81175	31079	0	0.021634581	0.11606627
2000	174572	34003	0	0.008156653	0.108517274
2000	174572	34005	0	0.007877977	0.091809787
2000	174572	34007	0	0.010265773	0.085315727
2000	174572	34015	0	0.010941376	0.086731717
2000	223005	9009	0	0.009077159	0.088563122
2000	268006	33013	0	0.01309349	0.101272136
2000	268006	50027	0	0.009887925	0.098948561
2000	174572	9009	1	0.008821509	0.104278341
2000	174572	33013	1	0.009961594	0.120187096
2000	174572	45234	1	0.004693746	0.119641706
2000	223005	31079	1	0.005699048	0.144180074
2000	223005	33019	1	0.005843101	0.112463228
2000	223005	42311	1	0.005326652	0.138652623
;
RUN;

proc psmatch data=have region=allobs;
	class treatment year;
	psmodel treatment(Treated='1') = var1 var2;
	match method=replace(k=1) stat=ps exact=year caliper=.;
	output out(obs=match)=have_match matchid=_MatchID;
run;

data have_match(keep=year firm_id place_id treatment _PS_ _MATCHWGT_ _matchid);
set have_match;
run;

However, in the resultant "have_match" dataset:

Re: Propensity score matching using psmatch - restricting matches

JOL — Thu, 09 Jun 2022 15:25:58 GMT

Repost under Analytics -> Statistical Procedures