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Wednesday, November 8th, 2023

How to find P-values for ATT in PSM

I have estimated ATT in PSM using psmatch2 command. I get only the T-stat values for the ATT. How to determine the significance level? How to know whether I should use * or ** or ***?

I ran the following command

estimates table, star(.05 .01 .001)

But it provides results for the unmatched sample only.

How to find the significance levels for ATT

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