ARCHIVED: In Stata, how do I perform propensity score matching?

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Stata does not have a built-in command for propensity score matching, a non-experimental method of sampling that produces a control group whose distribution of covariates is similar to that of the treated group. However, there are several user-written modules for this method. The following modules are among the most popular:

  psmatch2.ado
  pscore.ado
  nnmatch.ado

psmatch2.ado was developed by Leuven and Sianesi (2003) and pscore.ado by Becker and Ichino (2002). More recently, Abadie, Drukker, Herr, and Imbens (2004) introduced nnmatch.ado. All three modules support pair-matching as well as subclassification.

You can find these modules using the .net command as follows:

  .net search psmatch2
  .net search pscore
  .net search nnmatch

You can install these modules using the .ssc or .net command, for example:

  .ssc install psmatch2, replace

After installation, read the help files to find the correct usage, for example:

  .help psmatch2

If you have questions about using statistical and mathematical software at Indiana University, contact the UITS Research Applications and Deep Learning team.