Cem February 2018

cem@lists.gking.harvard.edu

3 participants
5 discussions

by cesare riillo

Dear all, Many dataset are results of complex survey design (e.g. uneven probability of selection). In this dataset each observation is associated with a different sampling weights. These weights are different than CEM weights desxribed in j.mp/CEMweights. Sample weights are used to compute sample (weighted) statistics that are representative of population statistic. My question is, in case of complex survey design, does CEM allow to compute ATT for the sample only or also for the population ? is any adjustment needed ? my tentative answer is yes and CEM weight should be combined with sample weighting but I would appreciate your advise. kind regards Cesare Cesare A. F. Riillo, PhD STATEC Research National Institute of statistics and economic studies of the Grand Duchy of Luxembourg. 13, rue Erasme L-1468 Luxembourg www.statec.lu Postal address: B.P. 304 L-2013 Luxembourg

6 years, 2 months

Re: [cem] Cem Digest, Vol 100, Issue 1

by cesare riillo

Dear all, I have a question partially related to the topic.Many dataset are results of complex survey design (e.g. uneven probability of selection). In this dataset each observation is associated with a different sampling weights. These weights are different than CEM weights desxribed in j.mp/CEMweights. Sample weights are used to compute sample (weighted) statistics that are representative of population statistic. My question is, in case of complex survey design, does CEM allow to compute ATT for the sample only or also for the population ? is any adjustment needed ? my tentative answer is yes and CEM weight should be combined with sample weighting but I would appreciate your opinion. kind regards Cesare Cesare A. F. Riillo, PhD STATEC Research National Institute of statisticsand economic studies of the Grand Duchy of Luxembourg. Email :cesare.riillo@statec.etat.lu Direct line: +352-247-84387 Centre Administratif PierreWerner (CAPW) 13, rue Erasme L-1468Luxembourg www.statec.lu Postal address: B.P. 304 L-2013 Luxembourg On Monday, 12 February 2018, 14:02:22 CET, cem-request(a)lists.gking.harvard.edu <cem-request(a)lists.gking.harvard.edu> wrote: Send Cem mailing list submissions to cem(a)lists.gking.harvard.edu To subscribe or unsubscribe via the World Wide Web, visit https://lists.gking.harvard.edu/mailman/listinfo/cem or, via email, send a message with subject or body 'help' to cem-request(a)lists.gking.harvard.edu You can reach the person managing the list at cem-owner(a)lists.gking.harvard.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Cem digest..." Today's Topics: 1. Re: Cem Digest, Vol 99, Issue 1 Combining matching procedures (cesare riillo) 2. Re: Combining matching procedures (Gary King) ---------------------------------------------------------------------- Message: 1 Date: Mon, 12 Feb 2018 11:04:27 +0000 (UTC) From: cesare riillo <cesare_riillo(a)yahoo.com> To: cem(a)lists.gking.harvard.edu, "cem-request(a)lists.gking.harvard.edu" <cem-request(a)lists.gking.harvard.edu> Subject: Re: [cem] Cem Digest, Vol 99, Issue 1 Combining matching procedures Message-ID: <1442928780.1045722.1518433467855(a)mail.yahoo.com> Content-Type: text/plain; charset="utf-8" My feeling is that if you apply Entropy Balancing on CEM matched observations you should combine CEM and Entropy balancing weights.? -your? solution ( A)-. At least I did so in the case of CEM and complex survey weights in Beyond the question ?Does it pay to be green??: How much green? and when? - ScienceDirect? | | | | Beyond the question ?Does it pay to be green??: How much green? and when... | | | please note that there is a typo in page 631, ( the formula for weighted controls after CEM is not reporting "*swi". But I am also really interested to the topic and would appreciate some more formal reference. In any case, if Entropy Balancing? balances covariates with respect to the first, second moment and? possibly higher moments? while BEM bounds all centered absolute moments. In this sense, I expect that applying the two methods separately will provide consistent results. Hope it can help Cesare On Friday, 9 February 2018, 18:00:07 CET, cem-request(a)lists.gking.harvard.edu <cem-request(a)lists.gking.harvard.edu> wrote: Send Cem mailing list submissions to ??? cem(a)lists.gking.harvard.edu To subscribe or unsubscribe via the World Wide Web, visit ??? https://lists.gking.harvard.edu/mailman/listinfo/cem or, via email, send a message with subject or body 'help' to ??? cem-request(a)lists.gking.harvard.edu You can reach the person managing the list at ??? cem-owner(a)lists.gking.harvard.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Cem digest..." Today's Topics: ? 1. Combining matching procedures (Haakon Gjerl?w) ---------------------------------------------------------------------- Message: 1 Date: Thu, 8 Feb 2018 21:46:55 +0000 From: Haakon Gjerl?w <haakon.gjerlow(a)stv.uio.no> To: "cem(a)lists.gking.harvard.edu" <cem(a)lists.gking.harvard.edu> Subject: [cem] Combining matching procedures Message-ID: <26d789a592874d86a9c300711e316aa4(a)mail-ex02.exprod.uio.no> Content-Type: text/plain; charset="iso-8859-1" Dear all, I have a question concerning the correct way to combine CEM with other matching procedures. Specifically, I am trying to match a data set with CEM, and then apply Entropy balancing to the remaining sample (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1904869). It seems such two-step balancing is hinted at in both Iacus, King, Porro (2011) and Hainmuller (2012) My questions concerns the correct way to us the weights in regressions after both procedures are done. My intuition says that this is basically a two-step sampling procedure, and that the correct way to use the weights is to multiply the weights from CEM with the weights from Entropy (Solution A). However, it might also be that the Entropy Balancing is overriding the weights from CEM, and the observations should only be weighted by the weights from Entropy (Solution B) Have any of you investigated this in a more systematic/formal fashion? All the best, Haakon Gjerl?w | Phd fellow Department of Political Science | University of Oslo

6 years, 2 months

Re: [cem] Combining matching procedures

by Gary King

Hi Haakon, thanks for your note. If you match (i.e.,prune further) within and respecting CEM's strata, then you keep all the bias and model dependence reducing properties of CEM. The weights I think would have to be adjusted by using the same formulas we give, with whatever observations that are left after your second stage procedure. see j.mp/CEMweights on weights in general. Gary -- *Gary King* - Albert J. Weatherhead III University Professor - Director, IQSS <http://iq.harvard.edu/> - Harvard University GaryKing.org - King(a)Harvard.edu - @KingGary <https://twitter.com/kinggary> - 617-500-7570 - Assistant <king-assist(a)iq.harvard.edu>: 617-495-9271 On Thu, Feb 8, 2018 at 4:46 PM, Haakon Gjerløw <haakon.gjerlow(a)stv.uio.no> wrote: > Dear all, > > > > I have a question concerning the correct way to combine CEM with other > matching procedures. Specifically, I am trying to match a data set with > CEM, and then apply Entropy balancing to the remaining sample ( > https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1904869). It seems > such two-step balancing is hinted at in both Iacus, King, Porro (2011) and > Hainmuller (2012) > > > > My questions concerns the correct way to us the weights in regressions > after both procedures are done. > > > > My intuition says that this is basically a two-step sampling procedure, > and that the correct way to use the weights is to multiply the weights from > CEM with the weights from Entropy (Solution A). > > However, it might also be that the Entropy Balancing is overriding the > weights from CEM, and the observations should only be weighted by the > weights from Entropy (Solution B) > > > > Have any of you investigated this in a more systematic/formal fashion? > > > > All the best, > > Haakon Gjerløw | Phd fellow > > Department of Political Science | University of Oslo > > > > >

6 years, 2 months

Re: [cem] Cem Digest, Vol 99, Issue 1 Combining matching procedures

by cesare riillo

My feeling is that if you apply Entropy Balancing on CEM matched observations you should combine CEM and Entropy balancing weights. -your solution ( A)-. At least I did so in the case of CEM and complex survey weights in Beyond the question “Does it pay to be green?”: How much green? and when? - ScienceDirect | | | | Beyond the question “Does it pay to be green?”: How much green? and when... | | | please note that there is a typo in page 631, ( the formula for weighted controls after CEM is not reporting "*swi". But I am also really interested to the topic and would appreciate some more formal reference. In any case, if Entropy Balancing balances covariates with respect to the first, second moment and possibly higher moments while BEM bounds all centered absolute moments. In this sense, I expect that applying the two methods separately will provide consistent results. Hope it can help Cesare On Friday, 9 February 2018, 18:00:07 CET, cem-request(a)lists.gking.harvard.edu <cem-request(a)lists.gking.harvard.edu> wrote: Send Cem mailing list submissions to cem(a)lists.gking.harvard.edu To subscribe or unsubscribe via the World Wide Web, visit https://lists.gking.harvard.edu/mailman/listinfo/cem or, via email, send a message with subject or body 'help' to cem-request(a)lists.gking.harvard.edu You can reach the person managing the list at cem-owner(a)lists.gking.harvard.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Cem digest..." Today's Topics: 1. Combining matching procedures (Haakon Gjerl?w) ---------------------------------------------------------------------- Message: 1 Date: Thu, 8 Feb 2018 21:46:55 +0000 From: Haakon Gjerl?w <haakon.gjerlow(a)stv.uio.no> To: "cem(a)lists.gking.harvard.edu" <cem(a)lists.gking.harvard.edu> Subject: [cem] Combining matching procedures Message-ID: <26d789a592874d86a9c300711e316aa4(a)mail-ex02.exprod.uio.no> Content-Type: text/plain; charset="iso-8859-1" Dear all, I have a question concerning the correct way to combine CEM with other matching procedures. Specifically, I am trying to match a data set with CEM, and then apply Entropy balancing to the remaining sample (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1904869). It seems such two-step balancing is hinted at in both Iacus, King, Porro (2011) and Hainmuller (2012) My questions concerns the correct way to us the weights in regressions after both procedures are done. My intuition says that this is basically a two-step sampling procedure, and that the correct way to use the weights is to multiply the weights from CEM with the weights from Entropy (Solution A). However, it might also be that the Entropy Balancing is overriding the weights from CEM, and the observations should only be weighted by the weights from Entropy (Solution B) Have any of you investigated this in a more systematic/formal fashion? All the best, Haakon Gjerl?w | Phd fellow Department of Political Science | University of Oslo

6 years, 2 months

Combining matching procedures

by Haakon Gjerløw

Dear all, I have a question concerning the correct way to combine CEM with other matching procedures. Specifically, I am trying to match a data set with CEM, and then apply Entropy balancing to the remaining sample (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1904869). It seems such two-step balancing is hinted at in both Iacus, King, Porro (2011) and Hainmuller (2012) My questions concerns the correct way to us the weights in regressions after both procedures are done. My intuition says that this is basically a two-step sampling procedure, and that the correct way to use the weights is to multiply the weights from CEM with the weights from Entropy (Solution A). However, it might also be that the Entropy Balancing is overriding the weights from CEM, and the observations should only be weighted by the weights from Entropy (Solution B) Have any of you investigated this in a more systematic/formal fashion? All the best, Haakon Gjerløw | Phd fellow Department of Political Science | University of Oslo

6 years, 2 months

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Cem February 2018