Hi, I've trying to utilise Matchit and zelig together to produce a conditional ATT quantity. Published examples show how to do this when the parametric model coefficient estimates are obtained from zelig from running the model just over the control units (with suitable weights obtained from Matchit). My control sample is really too small to accurately estimate these coefficients. My adapted code is below, which runs without errors, but produces an estimate that (I think) are too far near zero and statistically insignificant. It's certainly much smaller than the relevant highly statistically significant treatment coefficient in the parametric model. I've a feeling the actual ATT estimate I'm producing is the average difference between the actual dependent outcome value and its predicted value in the treated group. Possibly the "sim" command doesn't realise the treatment/control binary indicator needs to be set to 0 in the data matrix input from the "setx" output to estimate the counterfactual (not sure from reading help file)? Any help is much appreciated - especially suggested code changes. Many thanks from an R and zelig novice. In code below "ocular_nasal" is my treatment/control binary indicator variable with 1 = treatment; and 0 = control. k.match.out<- matchit(nasal_ocular ~ m_age + m_bmi + smoke, data = k.gsk, distance = "mahalanobis", method = "genetic", discard = "both", ratio = 1,pop.size=400, int.seed=3313) k.z.out <- zelig(RQ_Act ~ nasal_ocular + m_age + m_bmi + smoke, model = "ls", data = match.data(k.match.out)) k.x.out <- setx(k.z.out,fn = NULL, data = match.data(k.match.out, "treat"), cond = TRUE) set.seed(3251) k.s.out <- sim(k.z.out, x=k.x.out, num=1000) summary(k.s.out) Many thanks, Stephen Stephen Kay ¦ Director of Statistics for Adelphi Real World (Manchester) Adelphi Mill, Bollington, Cheshire SK10 5JB UK Web: http://www.adelphigroup.com/companies/company_real_world.asp <http://www.adelphigroup.com/companies/company_real_world.asp> Adelphi retains ownership of all DSP data and fieldwork materials. In accordance with the company's Terms and Conditions, written prior approval must be obtained with regard to any use of the data in any items submitted for publication or for use in marketing materials. Please consider the environment before printing this e-mail DISCLAIMER: The information in this message is confidential and may be legally privileged. It is intended solely for the addressee. Access to this message by anyone else is unauthorised. If you are not the intended recipient, any disclosure, copying, or distribution of the message, or any action or omission taken by you in reliance on it, is prohibited and may be unlawful. Please immediately contact the sender if you have received this message in error. Thank you.