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*If matching using different file, modify
Lines 38-48line 58: mscore = :logitpw;
line 58:
mscore = :logitpw;
*Specify whether matching priority should be deterministic or random. If deterministic, priority goes to lower GVKEY
→Options
Before running, modify the following options if necessary:
line 12:
readtable("Filepath")
*Modify if matching using different file
Lines 38-48:
(Not implemented yet: More user-friendly way to input restrictions)
**See inline comments in code for detailed description of what matchfilter2, matchfilter4, etc. represent
*Specify propensity score type to use for matching
**Options are: logitp (panel logit), probitp (panel probit), or Cox proportional hazard (hr)
**Alternatively, can use the above, with regressions performed using winsorized values of regressors (trimmed at 1st and 99th percentiles): logitpw, probitpw, hrw
line 61:
randoption = 0;
*Specify additional constraints on valid matches (modify code within function mcexpr as desired)**For examplewhether matching priority should be deterministic or random. If deterministic, default code forces matches priority goes to be within the same industry group, within the same decade, and with patent stocks within +/- 20% of LBO firm.lower GVKEY
lines 69-81:
return eval(parse(mcriteria))
end
*Specify additional constraints on valid matches (modify code within function mcexpr as desired)
**For example, default code forces matches to be within the same industry group, within the same decade, and with patent stocks within +/- 20% of LBO firm.
