Display p-values with psmatch2 command

[Antonia Noerthemann]

Dear Statalist,

I am using Stata 16 and want to use the propensity score matching algorithm provided by the psmatch2 command.
I am wondering how to find the p-values indicating whether the ATT is significant or not. Is there an option with psmatch2 to display them in the output?

Apologies for this "silly" question and thank you for your help.

Best regards,
Antonia

[Felix Bittmann]

I suggest using kmatch instead.

https://www.stata.com/meeting/uk17/slides/uk17_Jann.pdf

[Antonia Noerthemann]

Thank you, Felix. I already saw several posts discussion the issue on whether kmatch or psmatch2 command is more suitable for applied research.

However, is there an opportunity to display p-values in psmatch2?

[David Radwin]

. . . is there an opportunity to display p-values in psmatch2?

Like this?

. sysuse nlsw88
(NLSW, 1988 extract)

. psmatch2 married age grade south, outcome(union)

Probit regression                                       Number of obs =  1,876
                                                        LR chi2(3)    =   1.38
                                                        Prob > chi2   = 0.7114
Log likelihood = -1212.9288                             Pseudo R2     = 0.0006

------------------------------------------------------------------------------
     married | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
         age |  -.0096615   .0098233    -0.98   0.325    -.0289148    .0095918
       grade |   .0011241   .0116451     0.10   0.923    -.0216998    .0239481
       south |  -.0371692   .0604129    -0.62   0.538    -.1555762    .0812378
       _cons |   .7678532    .423047     1.82   0.070    -.0613037     1.59701
------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
        Variable     Sample |    Treated     Controls   Difference         S.E.   T-stat
----------------------------+-----------------------------------------------------------
           union  Unmatched | .228501229   .276335878  -.047834649   .020817873    -2.30
                        ATT | .228501229   .279279279  -.050778051   .050789401    -1.00
----------------------------+-----------------------------------------------------------
Note: S.E. does not take into account that the propensity score is estimated.

           | psmatch2:
 psmatch2: |   Common
 Treatment |  support
assignment | On suppor |     Total
-----------+-----------+----------
 Untreated |       655 |       655 
   Treated |     1,221 |     1,221 
-----------+-----------+----------
     Total |     1,876 |     1,876 

. display "The t-statistic is " r(att)/r(seatt)
The t-statistic is -.99977653

. display "The p-value is " 2*ttail(e(df_r), abs(r(att)/r(seatt)))
The p-value is .31754774

For converting t-statistics to p-values, see Buis, M. L. (2007). Stata tip 53: Where did my p-values go?. The Stata Journal, 7(4), 584-586.