I want to estimate the causal effect of a treatment variable D (which is binary) on outcome variable (Y) using covariates (X). That is I want to run a regression like:
reg Y D X
However, instead of running the regression on the full sample, I want to first generate propensity scores for D based on covariates X and then keep only those observations with propensity score lying strictly between 0.1 and 0.9.
That is, I want to run the above regression on the sample screened based on the propensity score. While I can manually screen the sample by dropping the observations with pscore outside 0.1 to 0.9 range and then run the regression on the remaining sample, the final standard errors will not be quite right as it will not be reflecting the fact that the sample has been screened using propensity score which in turn has been estimated. Thus I wanted to know how to ensure in STATA that the final estimates of the regression have standard errors which account for the fat that the sample is screened based in the propensity score?
Thank you.
Related Posts with How to adjust standard errors when the final estimates are reported on a screened sample based on propensity score?
Generate mean within group for those whose value is lower onlyHi everybody, I have data where each row represents one individual in a given year, working in a giv…
How to create a unique indiviudal id in household data?Dear all, I'm using a household data in which an individual is uniquely identified by province_dist…
How to create a graph from mixed effect linear coefficientDear Statalisters, I am using a mixed-effect linear model and I want to plot the coefficient of the…
how to fix heteroskedasticity, autocorrelation in stata 14.2I am working for my thesis with panel data where N> T (N~700, T=4 as the attached file ). I carri…
-logit- model excluding observations**Hi, I'm running a -logit- model on a dataset of >4000 observations, but when I get the output us…
Subscribe to:
Post Comments (Atom)
0 Response to How to adjust standard errors when the final estimates are reported on a screened sample based on propensity score?
Post a Comment