articleThe Stata Journal Promoting communications on statistics and StataAug 1, 2004BRONZE OA

Implementing Matching Estimators for Average Treatment Effects in Stata

AAAlberto AbadieDMDavid M. DrukkerJLJane Leber HerrGWGuido W. Imbens

Harvard University Press · StataCorp (United States)

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Abstract

This paper presents an implementation of matching estimators for average treatment effects in Stata. The nnmatch command allows you to estimate the average effect for all units or only for the treated or control units; to choose the number of matches; to specify the distance metric; to select a bias adjustment; and to use heteroskedastic-robust variance estimators.

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Topics & keywords

Topics
Keywords
  • Heteroscedasticity
  • Estimator
  • Matching (statistics)
  • Variance (accounting)
  • Statistics
  • Average treatment effect
  • Metric (unit)
  • Econometrics
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