I am trying to run a binary logistic regression to predict REIT takeover targets. I collected data of REITs that have been acquired from 2000-2017 (target = 1) and also all other non-target REITs in the same period (target = 0). However, because the non-target REITs data set is far larger than the target REITs data set, I would need to do some matching before I can run the regression.

I am not quite sure how I can do the matching with stata. I am thinking of matching by year and total assets or reit_id (subsector).

I've read another forum that says, but I'm not sure what to put in the group parenthesis, and if there are 2 different variables that I would like to match by:

Code:
egen match = group(XXX)
After matching, I also understand that I can then add this new variable into the clogit function as follows:

Code:
clogit depvar [indepvars] [if] [in] [weight] , group(varname) [options]

I've tried something like that, but I think the matched variable is wrong, and the results are not conclusive.

Code:
clogit target i.reit_id roaa roae noi_ta market_cap market_book pe_ratio cash_ta, group(year)

Would really appreciate if anyone can advise me on the matching process and the clogit process.

Thank you very much.