{smcl}
{* 9oct2002}{...}
{hline}
help for {hi:attk}{right:(SJ2-4: st0026)}
{hline}

{title:Calculate the average treatment effect on the treated using kernel-based matching}

{p 12 17 2}
{cmd:attk}
{it:outcome treatment}
[{it:varlist}] 
[{it:weight}]
[{cmd:if} {it:exp}]
[{cmd:in} {it:range}]
[{cmd:,} 
{cmd:pscore}{cmd:(}{it:scorevar}{cmd:)}
{cmdab:logit }
{cmdab:index }
{cmdab:comsup}
{cmdab:det:ail}
{cmdab:ep:an }
{cmdab:bw:idth(}{it:#}{cmdab:) }
{cmdab:boot:strap }
{cmdab:r:eps(}{it:#}{cmdab:) }
{cmdab:noi:sily}
{cmdab:d:ots }
]

{p 8 8 2}{cmd:fweight}s, {cmd:iweight}s, and {cmd:pweight}s are allowed;
see help {help weights}.


{title:Description}

{p 4 4 2} {cmd:attk} estimates the average treatment effect on the treated (ATT)
using kernel-based matching. {cmd:attk} should be run after the
correct propensity score specification; i.e., the one satisfying the
balancing property which has been found using, for example, {cmd:pscore}.
If users do not provide a variable name for the propensity score, the
propensity score is estimated based on the specification in {it:varlist}. 
Note that in this case the balancing property is not tested again.

{p 4 4 2} It is left under the responsibility of the user to select the
{cmd:comsup} option if the user provided propensity score has been
estimated on a common support for treated and controls.  Otherwise,
the ATT is estimated using also the observations outside the common
support for which the propensity score may not be balanced.

{p 4 4 2} The ATT is computed averaging over the unit-level treatment effects 
of the treated where the control unit outcome matched to a treated
observation is obtained as kernel-weighted average of control unit
outcomes.


{title:Options}

{p 4 8 2}  
{cmd:pscore(}{it:scorevar}{cmd:)} specifies the name of the user-provided
variable name for the estimated propensity score.If no name is provided
the propensity score is estimated based on the specification in {it:varlist}.

{p 4 8 2}                                                      
{cmd:logit} uses a logit model to estimate the propensity score 
instead of the default {cmd:probit} model when the option
{cmd:pscore(}{it:scorevar}{cmd:)} is not specified by the user.
Otherwise, no effect is produced.

{p 4 8 2}                                                      
{cmd:index} requires the use of the linear index as the propensity score 
when the option {cmd:pscore(}{it:scorevar}{cmd:)} is not specified by the user.
Otherwise, no effect is produced.

{p 4 8 2} 
{cmd:comsup} restricts the computation of the ATT to the region of
common support.

{p 4 8 2} 
{cmd:detail} displays more detailed output documenting the steps performed to
obtain the final results.

{p 4 8 2} 
{cmd:epan} specifies that the Epanechnikov kernel be used
by {cmd:kernel} rather than the default Gaussian one.

{p 4 8 2}
{cmd:bwidth}{cmd:(}{it:#}{cmd:)} specifies the bandwidth to be used when
choosing the {cmd:epan} option. Default is 0.06.
This option produces an effect only if the Epanechnikov kernel is requested.

{p 4 8 2} 
{cmd:bootstrap} bootstraps the standard error of the treatment effect.

{p 4 8 2}
{cmd:reps(}{it:#}{cmd:)} specifies the number of
bootstrap replications to be performed.  The default is 50. 
This option produces an effect only if the {cmd:bootstrap} option is specified.

{p 4 8 2}
{cmd:noisily} requests that any output from the replications be displayed.
This option produces an effect only if the {cmd:bootstrap} option is
specified.

{p 4 8 2}
{cmd:dots} requests that a dot be placed on the screen at the beginning of
each replication.  This option produces an effect only if the {cmd:bootstrap}
option is specified.


{title:Remarks}

{p 4 4 2} Please remember to use the {cmd:update query} command before running
this program to make sure you have an up-to-date version of Stata installed.
Otherwise, this program may not run properly.

{p 4 4 2} The treatment has to be binary.

{p 4 4 2} When users do not specify their own previously estimated propensity
score, the bootstrap encompasses the estimation of the propensity score based
on the specification given by {it:varlist}. This procedure is actually
recommended to account for the uncertainty associated with the estimation of
the propensity score.  Even more so when the {cmd:comsup} option is specified
because in this case the region of common support changes with every bootstrap
sample, and bootstrapped standard errors pick up this uncertainty as well. So,
typically users would first identify a specification satisfying the balancing
property -- using {cmd:pscore} -- and then provide exactly this specification
in {it:varlist} and use bootstrapped standard errors.

{p 4 4 2} The standard error and the t statistic can be obtained only 
by bootstrapping.


{title:Saved results}

{p 4 4 2} The program stores the estimated treatment effect in the scalars 
{cmd:r(attk)}, the mean outcome of matched treated in {cmd:r(mean1)},
and the mean outcome of matched controls in {cmd:r(mean0)}.

{p 4 4 2} The number of treated and the number of controls are stored 
respectively in the scalars {cmd:r(ntk)} and {cmd:r(nck)}.

{p 4 4 2} The bootstrapped standard error and t statistic are stored
respectively in the scalars {cmd:r(bseattk)} and {cmd:r(btsattk)}


{title:Examples}

{p 4 8 2}{cmd:. attk wage training age age2 exp exp2}

{p 4 8 2}{cmd:. attk wage training age age2 exp exp2, epan bwidth(0.01)}

{p 4 8 2}{cmd:. attk wage training age age2 exp exp2, logit boot dots}

{p 4 8 2}{cmd:. attk wage training age age2 exp exp2, index boot reps(100)}

{p 4 8 2}{cmd:. attk wage training age age2 exp exp2, comsup boot reps(100)}


{title:Authors} 
 
	{browse "http://www.sobecker.de":Sascha O. Becker} 
	Center for Economic Studies, University of Munich 
  
	{browse "http://www.iue.it/Personal/Ichino":Andrea Ichino} 
	Department of Economics, European University Institute, Florence 
  
{p 4 4 2}Email {browse "mailto:so.b@gmx.net":so.b@gmx.net} or {browse "mailto:andrea.ichino@iue.it":andrea.ichino@iue.it} if you observe any problems. 
			
	
{title:Acknowledgments}

{p 4 4 2}
The way to set up the kernel function and to implement the propensity score 
estimation in the bootstrap procedure 
has been adapted from the {cmd:psmatch} program written by  Barbara Sianesi 
(University College London and Institute for Fiscal Studies) 
Email: barbara_s@ifs.org.uk


{title:Also see}

{p 4 14 2}Online:  help for {help pscore}, {help atts}, {help attr}, 
{help attnd}, {help attnw} (if installed), and {help bs}. 

{p 4 4 2}Further details on the analytical formulas and on the algorithms 
used in these programs  can be found under  
{browse "http://www.sobecker.de":http://www.sobecker.de} 
or 
{browse "http://www.iue.it/Personal/Ichino":http://www.iue.it/Personal/Ichino}.