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.

---
Gary King
GKing.Harvard.edu
617-500-7570

   

On Apr 29, 2015 10:14 AM, "pureum kim" <pureum.kim@usc.edu> wrote:
Dear CEM List members,

 I have about 45 treatment firms and I am trying to create a control sample. Using that control 

sample, we plan to collect additional information about the firm, which would take some time and 

effort. I was wondering if I could use different CEM specifications for each treatment firm to get the 

most accurate control firms. 

The issue is that for some treatment firms, I get a huge strata, on the other 

hand, for other groups I have two control firms. I was wondering if I could use a more stringent 

matching criteria for those treatment firms with large number of control firms and a less stringent 

matching 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 different 

matching specifications. Or does it matter? 

Thank you for your time and consideration.

Kind Regards,


Pureum Kim

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