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  • STATA - Mean differences between treated and control groups "after matching"

    1. Relevant Files: https://www.dropbox.com/sh/0jnj3txf4...qG2p5emwa?dl=0

    import excel "merge_db_environment_korea_kospi200_findel.xl sx", firstrow
    keep if ksic1 != "K"
    gen CO2Sale = co2_sale_gr_1000
    keep if year<=2019
    keep if year>=2011

    global control_lag = "lag_size lag_cf_vol lag_capex lag_leverage lag_roa lag_ln_firm_age lag_rnd_sale"
    global ESG_lag "lag_E_num lag_G_num lag_S_num"
    global d_control_lag = "d_size d_cf_vol d_capex d_leverage d_roa d_ln_firm_age d_rnd_sale"
    global d_ESG_lag "d_E_num d_G_num d_S_num"
    egen ksic1_num = group(ksic1), label

    teffects nnmatch (CO2Sale ${control_lag} ${ESG_lag} ${d_control_lag} ${d_ESG_lag} i.ksic1_num i.year) (CarbonOffset), gen(match)



    2. I want to conduct a "t-difference mean test between treated and control groups after matching".

    For instance, I can calculate a "t-difference mean test between treated and control groups" before matching like this:
    ttest CO2Sale,by(CarbonOffset) level(99) unequal

    And I can also calculate an Average Treatment Effect (ATE) like this as well:
    teffects nnmatch (CO2Sale ${control_lag} ${ESG_lag} ${d_control_lag} ${d_ESG_lag} i.ksic1_num i.year) (CarbonOffset), gen(match)


    However, I don't know how to conduct a "t-difference mean test between treated and control groups after matching". If there is someone who can conduct a similar test, I really want to know how to do it.
    Last edited by Jewon Shin; 30 Mar 2022, 01:20.

  • #2
    Code:
    webuse cattaneo2, clear
    cls
    teffects nnmatch (bweight mage prenatal1 mmarried fbaby) (mbsmoke)
    tebalance summ
    About right?


    EDIT: You mentioned a t-test, psmatch2 will do this for you (I believe it's still on ssc)
    Last edited by Jared Greathouse; 30 Mar 2022, 08:23.

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