Publications

A STATA Command for Consistent Estimation of Linear Regression Models Using Matched Data

About:
Economists often use matched samples, especially dealing with earning data where some observations are missing in one sample and need to be imputed from another sample. Hirukawa and Prokhorov (2018) show that the ordinary least squares estimator using matched samples is inconsistent and propose two consis- tent estimators. We describe a new Stata command, msreg, which implements these two consistent estimators based on two samples. The estimators attain the parametric convergence rate if the number of continuous matching variables is no greater than four.

Link to work
articles Grant 20 -18 - 00365 2021