Sure, you can do that. However you define the strata, at the end of the day you just define the weights based on the number of treated and controls in each, and you will be ok.
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Gary King
GKing.Harvard.edu
617-500-7570
Dear CEM List members,I have about 45 treatment firms and I am trying to create a control sample. Using that controlsample, we plan to collect additional information about the firm, which would take some time andeffort. I was wondering if I could use different CEM specifications for each treatment firm to get themost accurate control firms.The issue is that for some treatment firms, I get a huge strata, on the otherhand, for other groups I have two control firms. I was wondering if I could use a more stringentmatching criteria for those treatment firms with large number of control firms and a less stringentmatching criteria for those that have a low number of control firms.My concern is how would I run a regression later because the weights are derived from differentmatching specifications. Or does it matter?Thank you for your time and consideration.Kind Regards,Pureum Kim
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