最近在研究财政政策对企业科技创新的影响,想用PSM方法做实证,学psmatch2时有几个问题不是很清楚,想请教大神们:1、伪R方是不是应该大于0.3或0.4比较好?看到很多用PSM做的实证文章,伪R方都是0.1甚至0.01以下的,不知是否合理
2、看文献说ATT= E[Y (1)|D = 1] - E[Y (0)|D = 1],个人理解为处理组在有处理效应和无处理效应两种情况下表现出来的Y的差异,也就是两种结果的差值。但在用psmatch2时,却感觉ATT那一行的值并不是两者之差,而是重新匹配之后两组的数值,是否“difference”那一列的数值就是ATT?
3、是不是S.E的值降低才表示匹配的较好?
4、T值表示的又是什么意思呢,数值高比较好还是数值低比较好?
下面是我做出来的结果,不知道是好还是坏,var1表示是否享受ZF财政政策,1为享受,0为未享受
psmatch2 var1 var2 var3 var4 var5 var6 var7,outcome(var2)
Probit regression Number of obs = 459
LR chi2(6) = 318.02
Prob > chi2 = 0.0000
Log likelihood = -142.46287 Pseudo R2 = 0.5274
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var1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
var2 | -.0001094 .0000242 -4.52 0.000 -.0001569 -.000062
var3 | 5.43e-06 9.44e-07 5.76 0.000 3.58e-06 7.28e-06
var4 | .0000164 5.84e-06 2.81 0.005 4.95e-06 .0000278
var5 | 3.29e-06 1.18e-06 2.78 0.005 9.69e-07 5.60e-06
var6 | .0001158 .0000672 1.72 0.085 -.0000159 .0002475
var7 | .0007251 .0003379 2.15 0.032 .0000629 .0013874
_cons | -2.121069 .1777069 -11.94 0.000 -2.469369 -1.77277
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Note: 0 failures and 38 successes completely determined.
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Variable Sample | Treated Controls Difference S.E. T-stat
----------------------------+----------------------------------------------------------------------------
var2 Unmatched | 5977.92281 2481.95916 3495.96365 863.216444 4.05
ATT | 5977.92281 2635.16179 3342.76102 1975.28072 1.69
----------------------------+----------------------------------------------------------------------------
Note: S.E. does not take into account that the propensity score is estimated.
| psmatch2:
psmatch2: | Common
Treatment | support
assignment | On suppor | Total
-----------+-----------+----------
Untreated | 291 | 291
Treated | 168 | 168
-----------+-----------+----------
Total | 459 | 459