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 statistics and economic studies of the Grand Duchy of Luxembourg.
Email : cesare.riillo@statec.etat.lu
Direct line: +352-247-84387
13, rue Erasme L-1468 Luxembourg www.statec.lu
Postal address: B.P. 304 L-2013 Luxembourg
On Monday, 12 February 2018, 14:02:22 CET, cem-request@lists.gking.harvard.edu <cem-request@lists.gking.harvard.edu> wrote:
Send Cem mailing list submissions to
To subscribe or unsubscribe via the World Wide Web, visit
or, via email, send a message with subject or body 'help' to
You can reach the person managing the list at
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@yahoo.com>
Subject: Re: [cem] Cem Digest, Vol 99, Issue 1 Combining matching
procedures
Message-ID: <1442928780.1045722.1518433467855@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@lists.gking.harvard.edu <cem-request@lists.gking.harvard.edu> wrote:
Send Cem mailing list submissions to
To subscribe or unsubscribe via the World Wide Web, visit
or, via email, send a message with subject or body 'help' to
You can reach the person managing the list at
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@stv.uio.no>
Subject: [cem] Combining matching procedures
Message-ID: <26d789a592874d86a9c300711e316aa4@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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.gking.harvard.edu/pipermail/cem/attachments/20180208/d63c7aab/attachment-0001.html>
------------------------------
_______________________________________________
Cem mailing list
To unsubscribe from this list or get other information:
End of Cem Digest, Vol 99, Issue 1
**********************************
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.gking.harvard.edu/pipermail/cem/attachments/20180212/efcfb61a/attachment-0001.html>
------------------------------
Message: 2
Date: Mon, 12 Feb 2018 08:01:51 -0500
From: Gary King <king@harvard.edu>
To: Haakon Gjerl?w <haakon.gjerlow@stv.uio.no>
Subject: Re: [cem] Combining matching procedures
Message-ID:
<CANHDHZzqhzKFZD9B+Z8Qkc33NEurni4kzoHJijCW-EDL2uQqhw@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
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
617-500-7570 - Assistant <king-assist@iq.harvard.edu>: 617-495-9271
On Thu, Feb 8, 2018 at 4:46 PM, Haakon Gjerl?w <haakon.gjerlow@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 (
> 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
>
>
>
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
------------------------------
_______________________________________________
Cem mailing list
To unsubscribe from this list or get other information:
End of Cem Digest, Vol 100, Issue 1
***********************************