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mhamjediers / nopo_decomposition

Stata ado files to run matching-based decompositions
MIT License
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Absolute bandwidths for the respective "distance" space in `md` and `ps` #23

Closed maximilian-sprengholz closed 3 months ago

maximilian-sprengholz commented 3 months ago

If I understand correctly, the kmatch, bwidth() argument refers to the half kernel width in the "distance" space of either md or ps, but in a relative sense (I guess in standard deviation units). That is standard and usually desired behavior, but means that we'll never have the behavior as for em: Matching on set a b c first, and then matching on a b c again using common support units only, there should be no $D_A$ and $D_B$. At the moment, keeping bwidth constant, there are new unmatched units because the distance space in reestimated and therefore the kernel width.

Issue would be solved with absolute specification of distance, but I guess this is not something we can do. So, this is just a thought dump for now.

maximilian-sprengholz commented 3 months ago

Should work via scaling matrix e(S) of the first call and applying to the second call via the matrix option.