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