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NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators

Author

Listed:
  • Alberto Abadie
  • Jane Leber Herr
  • Guido W. Imbens
  • David M. Drukker

    (Stata Corporation)

Programming Language

Stata

Abstract

nnmatch estimates the average treatment effect on depvar by comparing outcomes between treated and control observations (as defined by treatvar), using nearest neighbor matching across the variables defined in varlist_nnmatch. nnmatch can estimate either the treatment effect for the treated observations, for the controls, or for the sample as a whole. The program pairs observations to the closest m matches in the opposite treatment group to provide an estimate of the counterfactual treatment outcome. The program allows for matching over a multi-dimensional set of variables (varlist_nnmatch), giving options for the weighting matrix to be used in determining the optimal matches. It also allows exact matching (or as close as possible) on a subset of variables. In addition, the program allows for bias correction of the treatment effect, and estimation of either the sample or population variance, with or without assuming a constant treatment effect (homoskedasticity). Finally it allows observations to be used as a match more than once, thus making the order of matching irrelevant.

Suggested Citation

  • Alberto Abadie & Jane Leber Herr & Guido W. Imbens & David M. Drukker, 2004. "NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators," Statistical Software Components S439701, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s439701
    Note: This module should be installed from within Stata by typing "ssc install nnmatch". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/n/nnmatch.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nnmatch.hlp
    File Function: help file
    Download Restriction: no
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    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. Thoughts on "Bias and the Bar"
      by Christopher Zorn in Empirical Legal Studies on 2009-05-01 00:12:22

    Citations

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    Cited by:

    1. Tabasso, D, 2009. "Temporary Contracts and Monopsony Power in the UK Labour Market," Economics Discussion Papers 8938, University of Essex, Department of Economics.
    2. Lehto, Eero & Böckerman, Petri, 2006. "Enemy of Labour? Analysing the Employment Effects of Mergers and Acquisitions," MPRA Paper 1812, University Library of Munich, Germany.
    3. Stefanie Hof & Mirjam Strupler & Stefan C. Wolter, 2011. "Quereinsteiger in den Lehrberuf am Beispiel der schweizerischen Berufsbildung," Economics of Education Working Paper Series 0059, University of Zurich, Department of Business Administration (IBW).

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