cem: Coarsened Exact Matching in Stata

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cem: Coarsened Exact Matching in Stata

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Title: cem: Coarsened Exact Matching in Stata
Author: King, Gary; Blackwell, Matthew; Iacus, Stefano; Porro, Giuseppe

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Citation: Blackwell, Matthew, Stefano Iacus, Gary King, and Giuseppe Porro. 2010. cem: Coarsened exact matching in stata. Stata Journal 9(4): 524-546.
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Abstract: This paper introduces a Stata implementation of Coarsened Exact Matching (CEM), a new method for improving the estimation of causal effects by reducing imbalance in co-variates between treated and control groups. CEM is faster, easier to use and understand, requires fewer assumptions, more easily automated, and possesses more attractive statistical properties for many applications than existing matching methods. In CEM, users temporarily coarsen their data, exact match on these coarsened data, then run their analysis on the uncoarsened, matched data. CEM bounds the degree of model dependence and causal effect estimation error by ex ante user choice, is montonic imbalance bounding (so that reducing the maximum imbalance on one variable has no e ect on others), does not require a separate procedure to restrict data to common support, meets the congruence principle, is approximately invariant to measurement error, balances all nonlinearities and interactions in-sample (i.e., not merely in expectation), and works with multiply imputed data sets. Other matching methods inheret [sic] many of CEM's properties when applied to further match data preprocessed by CEM. The library cem implements the CEM algorithm in Stata.
Published Version: http://www.stata-journal.com/
Other Sources: http://gking.harvard.edu/files/cem-stata.pdf
Terms of Use: This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAA
Citable link to this page: http://nrs.harvard.edu/urn-3:HUL.InstRepos:4314511

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  • FAS Scholarly Articles [7220]
    Peer reviewed scholarly articles from the Faculty of Arts and Sciences of Harvard University
 
 

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