[R] number of matches when using Match()
bquinif at gmail.com
Thu Apr 13 05:39:02 CEST 2006
To anyone who uses the Match() function in the Matching library...
How do you go about deciding how many matches you will use? With my
data, my standard errors generally get smaller if I use more matches.
Speaking of standard errors, when correcting for heteroscedasticity,
how many matches do you use (this is the Var.cal option). It seems to
me that it might make sense to use the same number of matches as
above, but that's just a guess...
One more question about Match()...
I am calculating a number of SATT's that all have the same covariates
(X's) and treatment variables (Tr's). I would like to take advantage
of the matching that I do the first time to then quickly calculate the
SATT for various different Y's? How can I do that? It would save
serious computational time.
In case I'm not explaining myself well, in the example below, I would
like to calculate satt.Y2 without having to perform the matching all
over again, since with more data, the process can be very slow.
#make up some data
X <- matrix(rnorm(1000*5), ncol=5)
Tr <- c(rep(1,500),rep(0,500))
Y1 <- as.vector(rnorm(1000))
Y2 <- as.vector(rnorm(1000))
satt.Y1 <- Match(Y=Y1, X=X1, Tr=Tr, M=1)
satt.Y2 <- Match(Y=Y2, X=X1, Tr=Tr, M=1)
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