12 Feb
2018
12 Feb
'18
8:54 a.m.
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
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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
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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?
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Beyond the question ?Does it pay to be green??: How much green? and when...
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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
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? 1. Combining matching procedures (Haakon Gjerl?w)
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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
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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