> > Speaking of standard errors, when correcting for heteroscedasticity, > > how many matches do you use (this is the Var.cal option). It seems to > > me that it might make sense to use the same number of matches as > > above, but that's just a guess... > > These are related but separate issues. The number of matches is all > about covariate balance (bias reduction). And the Var.cal option is > related to the heterogeneity of the causal effect. It could be that > the data is such that one needs to do 1-to-1 matching to get good > covariate balance, but that the causal effect is homogeneous so > Var.cal can be set to 0 etc.
Ok, but in my case, I think that the treatment effect *is* hetergenous, and I even partition my sample based on a number of characteristics and find very different effects for these subsamples. Given that, it seems that I certainly should not use Var.cal=0. My question is how do I go about deciding what I should set Var.cal equal to? Should it be 1, or perhaps the number of matches I use for the treatment effect? Regards, Brian ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
