Solved: Matching two groups USING Propensity score matching (PSM)

Almutairi · Posted 03-29-2020 07:36 AM

Hi,

Kindly, I would like to write a code for Propensity score matching (PSM) to match each firm in the event_firms file with a firm from the control_firms file based on year, ROA, size, leverage, and growth. I am attaching two files.

Your assistance is highly appreciated.

mkeintz · Posted 03-29-2020 01:30 PM

What is propensity score matching?

You have two speadsheets with varying length annual time series for (presumably) firm id's. Each sheet has 4 variables: ROA SIZE LEVERAGE and GROWTH. You'll have to provide more explanation for most of us to understand what criteria you want to use for matching an event firm with a control firm. (BTW, once a control firm is matched to an event firm, is it still available for more matches? I suspect not, but you should specify).

Also, if you were to put your sample data in the form of working DATA steps, you'll usually get more good advice, because then programs can be tested. Help us help you.

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The hash OUTPUT method will overwrite a SAS data set, but not append. That can be costly. Consider voting for Add a HASH object method which would append a hash object to an existing SAS data set

Would enabling PROC SORT to simultaneously output multiple datasets be useful? Then vote for
Allow PROC SORT to output multiple datasets

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View solution in original post

mkeintz · Posted 03-29-2020 01:30 PM

What is propensity score matching?

You have two speadsheets with varying length annual time series for (presumably) firm id's. Each sheet has 4 variables: ROA SIZE LEVERAGE and GROWTH. You'll have to provide more explanation for most of us to understand what criteria you want to use for matching an event firm with a control firm. (BTW, once a control firm is matched to an event firm, is it still available for more matches? I suspect not, but you should specify).

Also, if you were to put your sample data in the form of working DATA steps, you'll usually get more good advice, because then programs can be tested. Help us help you.

--------------------------
The hash OUTPUT method will overwrite a SAS data set, but not append. That can be costly. Consider voting for Add a HASH object method which would append a hash object to an existing SAS data set

Would enabling PROC SORT to simultaneously output multiple datasets be useful? Then vote for
Allow PROC SORT to output multiple datasets

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Matching two groups USING Propensity score matching (PSM)

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Matching two groups USING Propensity score matching (PSM)

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