Hi everyone!
Because I am lacking parallel trends, I have decided to study the effect of X on Y using propensity score matching or weighting in order to try and get a double robust estimator. I have panel data for most European countries (44 of them) between 2003 and 2016 and I want to study the effect of the EU enlargements in 2004 and 2007 on Y in the EU countries that were members before the enlargements (called the EU15 in 2004 and EU25 in 2007); the control group is thus European countries that are not EU members. This means that the 12 countries that joined in 2004 and 2007 are not of interest when looking at the 2004 enlargement and the 2 countries that joined in 2007 are not of interest when looking at the 2007 enlargement.
My questions are:
- Is matching or weighting preferred?
- How does one implement propensity score matching/weighting on panel data in STATA? And, specifically, how does one match countries over all years on pre-treatment covariates only? So far I haven't found any good tutorials.
- Is there any limit to the number of covariates I should match on? Background variables are readily available from the World Bank Development Indicators.
- Last but not least, in a difference-in-difference approach, my variable of interest would be the interaction between being an EU member and being in the post-treatment period. However, am I right in this case to match on EU-membership and to later estimate the double robust estimator for post-treatment or will the variable of interest still be the interaction term between the two?
Very grateful for any help I can get, thanks in advance!
Related Posts with Propensity score matching/weighting - panel data
Restricting Loop to Observation NumberI wish to create a variable that looks something like 1994M1, 1994M2.....1994M12 to indicate the mon…
Generate new variable based on existing dataI am using Stata 16.1 and would like to generate a new variable based on the ADM1 (region) name and …
Summing across variables with conditionsHello, I am working with a data set where the variables represent questions from a survey that used…
how stata applys to treat tobit model- payment card approachHi college, I am learning econometrics on my own (as it is not my major in university), but hope to …
🗎 Temporary file with -tempfile-Dear All, I am looking for a way to make use of temporary files with the putpdf image command. Unfo…
Subscribe to:
Post Comments (Atom)
0 Response to Propensity score matching/weighting - panel data
Post a Comment